+296.9%
TSM vs DASH
+94.5%
+202.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.4% | -8.2% |
| 7D | -18.2% | +0.5% | -18.7% | -18.4% |
| 30D | -26.8% | -7.1% | -19.7% | -25.5% |
| 3M | -14.5% | -13.2% | -1.3% | -11.9% |
| 6M | -10.0% | +8.3% | -18.3% | -14.3% |
| YTD | +17.1% | -20.6% | +37.7% | +23.0% |
| 1Y | +21.5% | -24.4% | +45.9% | +28.7% |
| All | +296.9% | +94.5% | +202.3% | +169.4% |
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