-5.1%
DASH vs TSN
+4.3%
-9.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +0.5% | +6.9% | -6.3% | -0.7% |
| 30D | -7.1% | +15.7% | -22.7% | -9.4% |
| 3M | -13.2% | +4.3% | -17.5% | -13.9% |
| 6M | +8.3% | -10.6% | +18.9% | +10.0% |
| YTD | -20.6% | +5.2% | -25.8% | -21.7% |
| 1Y | -24.4% | +18.7% | -43.1% | -27.2% |
| 3Y | +94.5% | +41.8% | +52.8% | +73.7% |
| 5Y | -9.4% | -13.6% | +4.1% | -2.1% |
| All | -5.1% | +4.3% | -9.4% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling