-7.0%
DASH vs TSN
-14.6%
+7.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | +4.6% | -4.2% | -0.6% |
| 30D | -6.0% | +15.4% | -21.5% | -8.9% |
| 3M | -15.8% | +2.9% | -18.6% | -16.4% |
| 6M | +7.0% | -10.8% | +17.8% | +9.2% |
| YTD | -20.7% | +4.5% | -25.1% | -22.0% |
| 1Y | -8.5% | +19.5% | -28.1% | -13.1% |
| 3Y | +101.8% | +42.2% | +59.6% | +72.4% |
| All | -7.0% | -14.6% | +7.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling