+15.6%
TMUS vs DASH
+94.3%
-78.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -3.4% | -6.0% | +2.7% | -3.2% |
| 3M | -9.5% | -15.8% | +6.3% | -8.9% |
| 6M | -15.2% | +7.0% | -22.2% | -15.3% |
| YTD | -18.9% | -20.7% | +1.7% | -17.5% |
| 1Y | -17.7% | -8.5% | -9.2% | -17.2% |
| 3Y | +15.6% | +101.8% | -86.1% | +13.0% |
| All | +15.6% | +94.3% | -78.6% | +13.0% |
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