+8.3%
DASH vs TSEM
-41.3%
+49.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.0% | +2.6% | -10.1% |
| 7D | +0.5% | -30.3% | +30.8% | -1.7% |
| 30D | -7.1% | -49.3% | +42.2% | -10.6% |
| 3M | -13.2% | -38.0% | +24.8% | -14.8% |
| 6M | +8.3% | -41.9% | +50.2% | +9.4% |
| All | +8.3% | -41.3% | +49.6% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling