+102.1%
DASH vs TSN
+43.3%
+58.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +0.5% | +6.9% | -6.3% | +0.2% |
| 30D | -7.1% | +15.7% | -22.7% | -7.7% |
| 3M | -13.2% | +4.3% | -17.5% | -13.5% |
| 6M | +8.3% | -10.6% | +18.9% | +7.5% |
| YTD | -20.6% | +5.2% | -25.8% | -20.7% |
| 1Y | -24.4% | +18.7% | -43.1% | -24.4% |
| All | +102.1% | +43.3% | +58.7% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling