-5.1%
DASH vs TSEM
+390.8%
-395.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -12.0% | +2.6% | -7.1% |
| 7D | +0.5% | -30.3% | +30.8% | +7.2% |
| 30D | -7.1% | -49.3% | +42.2% | +5.2% |
| 3M | -13.2% | -38.0% | +24.8% | -6.9% |
| 6M | +8.3% | -41.9% | +50.2% | +11.4% |
| YTD | -20.6% | +11.6% | -32.1% | -36.2% |
| 1Y | -24.4% | +50.5% | -74.9% | -46.2% |
| 3Y | +94.5% | +445.3% | -350.8% | -22.3% |
| 5Y | -9.4% | +272.2% | -281.7% | -57.4% |
| All | -5.1% | +390.8% | -395.8% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling