+27.7%
TMUS vs DASH
+9.1%
+18.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +2.6% |
| 7D | +7.5% | +17.2% | -9.7% | +6.5% |
| 30D | -3.3% | +3.6% | -6.9% | -3.6% |
| 3M | -9.7% | -1.9% | -7.8% | -9.7% |
| 6M | -17.2% | +15.1% | -32.3% | -18.1% |
| YTD | -20.3% | -12.3% | -8.0% | -20.0% |
| 1Y | -21.2% | -17.2% | -4.0% | -20.7% |
| 3Y | +13.5% | +114.7% | -101.2% | +6.6% |
| 5Y | +36.5% | -4.3% | +40.8% | +26.9% |
| All | +27.7% | +9.1% | +18.6% | +19.6% |
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