-12.2%
DASH vs TSN
+10.6%
-22.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -4.1% | -1.4% | -2.7% | -3.9% |
| 30D | -10.6% | +10.2% | -20.8% | -11.7% |
| 3M | -18.8% | +7.2% | -26.0% | -19.7% |
| 6M | +11.2% | -10.6% | +21.8% | +9.8% |
| YTD | -23.8% | +3.7% | -27.5% | -22.9% |
| 1Y | -12.2% | +13.5% | -25.7% | -9.0% |
| All | -12.2% | +10.6% | -22.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling