+42.0%
TMUS vs DASH
+8.6%
+33.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.2% | -3.1% |
| 7D | +0.1% | -10.6% | +10.6% | +0.9% |
| 30D | +5.3% | +2.2% | +3.1% | +5.1% |
| 3M | +3.1% | +32.3% | -29.1% | +1.1% |
| 6M | -16.5% | +19.1% | -35.6% | -17.7% |
| YTD | -9.2% | -6.5% | -2.6% | -8.9% |
| 1Y | -26.5% | -14.9% | -11.6% | -25.9% |
| 3Y | +39.0% | +151.9% | -112.9% | +26.3% |
| All | +42.0% | +8.6% | +33.4% | +31.5% |
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 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