+35.1%
TMO vs DASH
+16.3%
+18.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.1% |
| 7D | -1.4% | -10.6% | +9.2% | +0.2% |
| 30D | +6.2% | +2.2% | +4.1% | +5.9% |
| 3M | +27.5% | +32.3% | -4.8% | +22.2% |
| 6M | +20.0% | +19.1% | +0.8% | +16.4% |
| YTD | +6.1% | -6.5% | +12.6% | +6.2% |
| 1Y | +25.8% | -14.9% | +40.7% | +26.8% |
| 3Y | +11.2% | +151.9% | -140.7% | -5.1% |
| 5Y | +9.6% | +9.4% | +0.1% | -5.2% |
| All | +35.1% | +16.3% | +18.8% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling