+147.4%
DASH vs TSLQ
-97.8%
+245.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.4% | -0.1% |
| 7D | -4.5% | -16.8% | +12.3% | -6.9% |
| 30D | -6.8% | -18.0% | +11.2% | -8.6% |
| 3M | -20.7% | -34.5% | +13.8% | -24.1% |
| 6M | +15.1% | -8.9% | +24.0% | +18.1% |
| YTD | -24.3% | -19.0% | -5.3% | -22.2% |
| 1Y | -12.1% | -38.2% | +26.1% | -12.9% |
| 3Y | +91.1% | -96.9% | +188.0% | +45.2% |
| All | +147.4% | -97.8% | +245.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling