-11.3%
DASH vs TSN
+11.8%
-23.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.8% | +4.9% | -9.7% | -5.5% |
| 30D | -7.9% | +12.1% | -20.0% | -9.2% |
| 3M | -16.3% | +4.1% | -20.4% | -17.1% |
| 6M | +10.4% | -10.9% | +21.3% | +8.7% |
| YTD | -20.1% | +4.8% | -24.9% | -19.6% |
| All | -11.3% | +11.8% | -23.2% | -9.3% |
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