+373.1%
TSM vs DASH
+152.1%
+221.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.2% |
| 7D | +2.7% | -10.6% | +13.3% | +6.0% |
| 30D | +3.6% | +2.2% | +1.4% | +2.6% |
| 3M | -3.4% | +32.3% | -35.6% | -12.1% |
| 6M | +20.6% | +19.1% | +1.5% | +12.5% |
| YTD | +41.9% | -6.5% | +48.4% | +42.9% |
| 1Y | +84.4% | -14.9% | +99.3% | +90.6% |
| All | +373.1% | +152.1% | +221.0% | +234.3% |
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