+320.3%
TSM vs DASH
-5.8%
+326.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | +6.2% | -4.5% | +10.7% | +7.3% |
| 30D | -7.3% | -6.8% | -0.5% | -6.1% |
| 3M | -7.1% | -20.7% | +13.6% | -2.8% |
| 6M | +0.2% | +15.1% | -14.8% | -4.5% |
| YTD | +32.2% | -24.3% | +56.5% | +37.8% |
| 1Y | +42.8% | -12.1% | +54.9% | +43.0% |
| 3Y | +330.4% | +91.1% | +239.3% | +258.1% |
| 5Y | +263.9% | -30.3% | +294.2% | +223.9% |
| All | +320.3% | -5.8% | +326.1% | +247.7% |
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