+14.6%
TMUS vs DASH
+94.5%
-79.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +1.3% |
| 7D | +9.0% | +0.5% | +8.5% | +9.0% |
| 30D | -3.2% | -7.1% | +3.9% | -3.0% |
| 3M | -6.9% | -13.2% | +6.3% | -6.4% |
| 6M | -16.4% | +8.3% | -24.7% | -16.5% |
| YTD | -19.6% | -20.6% | +0.9% | -18.2% |
| 1Y | -19.9% | -24.4% | +4.5% | -18.4% |
| All | +14.6% | +94.5% | -79.9% | +12.0% |
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