+12.9%
TMO vs DASH
-9.9%
+22.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +4.9% | -6.0% | +11.0% | +5.7% |
| 3M | +19.9% | -15.8% | +35.6% | +22.5% |
| 6M | +47.2% | +7.0% | +40.2% | +44.2% |
| YTD | +20.2% | -20.7% | +40.9% | +22.9% |
| 1Y | +23.2% | -8.5% | +31.7% | +22.9% |
| 3Y | +54.2% | +101.8% | -47.6% | +32.4% |
| All | +12.9% | -9.9% | +22.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling