+54.3%
TMO vs DASH
-5.8%
+60.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | -4.5% | +5.3% | +1.4% |
| 30D | +4.0% | -6.8% | +10.8% | +4.8% |
| 3M | +17.6% | -20.7% | +38.3% | +20.9% |
| 6M | +57.3% | +15.1% | +42.2% | +53.0% |
| YTD | +21.2% | -24.3% | +45.4% | +24.4% |
| 1Y | +21.1% | -12.1% | +33.3% | +21.6% |
| 3Y | +58.8% | +91.1% | -32.2% | +40.7% |
| 5Y | +11.8% | -30.3% | +42.1% | +1.0% |
| All | +54.3% | -5.8% | +60.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling