+37.2%
TMUS vs DASH
-5.2%
+42.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +6.5% | -4.1% | +10.6% | +6.8% |
| 30D | +11.3% | -10.6% | +21.9% | +11.9% |
| 3M | -2.9% | -18.8% | +15.9% | -1.9% |
| 6M | -10.5% | +11.2% | -21.7% | -11.3% |
| YTD | -14.4% | -23.8% | +9.4% | -13.3% |
| 1Y | -17.9% | -12.2% | -5.7% | -17.7% |
| 3Y | +21.9% | +97.3% | -75.4% | +15.0% |
| 5Y | +52.1% | -29.8% | +82.0% | +42.9% |
| All | +37.2% | -5.2% | +42.4% | +29.5% |
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