+19.4%
TMO vs DASH
-14.2%
+33.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -2.1% |
| 7D | +3.3% | -4.1% | +7.4% | +4.0% |
| 30D | +5.5% | -10.6% | +16.1% | +7.2% |
| 3M | +16.1% | -18.8% | +34.9% | +19.8% |
| 6M | +52.6% | +11.2% | +41.3% | +47.2% |
| YTD | +21.0% | -23.8% | +44.8% | +20.2% |
| 1Y | +19.4% | -12.2% | +31.5% | +19.0% |
| All | +19.4% | -14.2% | +33.6% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling