+323.5%
TSM vs DASH
+108.9%
+214.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -12.5% | -9.3% | -3.2% | -10.4% |
| 3M | -5.0% | -15.1% | +10.1% | -1.5% |
| 6M | -3.2% | +8.7% | -11.9% | -7.9% |
| YTD | +31.5% | -21.3% | +52.8% | +38.4% |
| 1Y | +35.7% | -12.7% | +48.4% | +36.4% |
| 3Y | +323.5% | +103.8% | +219.7% | +195.5% |
| All | +323.5% | +108.9% | +214.6% | +195.5% |
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 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