+224.7%
TSM vs DASH
-12.0%
+236.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.4% | -8.5% |
| 7D | -18.2% | +0.5% | -18.7% | -18.4% |
| 30D | -26.8% | -7.1% | -19.7% | -25.7% |
| 3M | -14.5% | -13.2% | -1.3% | -12.2% |
| 6M | -10.0% | +8.3% | -18.3% | -13.3% |
| YTD | +17.1% | -20.6% | +37.7% | +21.0% |
| 1Y | +21.5% | -24.4% | +45.9% | +26.2% |
| 3Y | +300.4% | +94.5% | +205.8% | +225.7% |
| 5Y | +224.7% | -9.4% | +234.2% | +142.8% |
| All | +224.7% | -12.0% | +236.7% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling