+17.5%
TMO vs DASH
+145.0%
-127.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.6% | -0.9% |
| 7D | +0.4% | -11.2% | +11.6% | +2.2% |
| 30D | +1.5% | -7.3% | +8.8% | +2.6% |
| 3M | +28.5% | +31.4% | -2.9% | +22.9% |
| 6M | +20.4% | +11.9% | +8.5% | +17.5% |
| YTD | +4.3% | -11.5% | +15.8% | +4.7% |
| 1Y | +24.1% | -20.0% | +44.1% | +25.6% |
| 3Y | +17.5% | +143.9% | -126.5% | -2.0% |
| All | +17.5% | +145.0% | -127.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling