+114.1%
DASH vs TSN
+42.6%
+71.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.8% | +4.9% | -9.7% | -5.1% |
| 30D | -7.9% | +12.1% | -20.0% | -8.4% |
| 3M | -16.3% | +4.1% | -20.4% | -16.6% |
| 6M | +10.4% | -10.9% | +21.3% | +9.6% |
| YTD | -20.1% | +4.8% | -24.9% | -20.2% |
| 1Y | -11.4% | +17.6% | -29.1% | -11.4% |
| 3Y | +114.1% | +43.2% | +70.9% | +99.5% |
| All | +114.1% | +42.6% | +71.5% | +99.5% |
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