-7.0%
DASH vs TSEM
+273.4%
-280.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -0.9% |
| 7D | +0.4% | -17.5% | +17.9% | +3.1% |
| 30D | -6.0% | -44.7% | +38.6% | +2.7% |
| 3M | -15.8% | -38.9% | +23.1% | -10.3% |
| 6M | +7.0% | -36.7% | +43.6% | +7.6% |
| YTD | -20.7% | +17.0% | -37.6% | -35.3% |
| 1Y | -8.5% | +62.8% | -71.4% | -34.0% |
| 3Y | +101.8% | +471.3% | -369.5% | -12.3% |
| All | -7.0% | +273.4% | -280.4% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling