-4.5%
DASH vs TSN
+3.9%
-8.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.8% | +4.9% | -9.7% | -5.6% |
| 30D | -7.9% | +12.1% | -20.0% | -9.7% |
| 3M | -16.3% | +4.1% | -20.4% | -17.0% |
| 6M | +10.4% | -10.9% | +21.3% | +12.2% |
| YTD | -20.1% | +4.8% | -24.9% | -21.2% |
| 1Y | -11.4% | +17.6% | -29.1% | -14.6% |
| 3Y | +114.1% | +43.2% | +70.9% | +90.5% |
| 5Y | -5.8% | -13.9% | +8.1% | +2.0% |
| All | -4.5% | +3.9% | -8.4% | +11.4% |
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