-9.5%
DASH vs TSN
+2.1%
-11.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -4.5% | -1.4% | -3.1% | -4.3% |
| 30D | -6.8% | +8.5% | -15.3% | -8.1% |
| 3M | -20.7% | +5.3% | -26.0% | -21.5% |
| 6M | +15.1% | -10.5% | +25.5% | +16.9% |
| YTD | -24.3% | +3.0% | -27.2% | -25.1% |
| 1Y | -12.1% | +12.1% | -24.3% | -14.5% |
| 3Y | +91.1% | +43.1% | +47.9% | +69.8% |
| 5Y | -30.3% | -15.1% | -15.2% | -24.2% |
| All | -9.5% | +2.1% | -11.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling