+153.0%
DASH vs TSLQ
-95.6%
+248.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.0% | -16.6% | -3.2% |
| 7D | -10.6% | -5.8% | -4.8% | -10.9% |
| 30D | +2.2% | -22.1% | +24.2% | -0.3% |
| 3M | +32.3% | +10.1% | +22.2% | +36.5% |
| 6M | +19.1% | -6.8% | +25.9% | +21.6% |
| YTD | -6.5% | +8.5% | -15.0% | -2.2% |
| 1Y | -14.9% | -49.7% | +34.8% | -17.1% |
| All | +153.0% | -95.6% | +248.7% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling