+236.4%
TSM vs DASH
-9.9%
+246.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | -7.6% | +0.4% | -7.9% | -7.7% |
| 30D | -20.5% | -6.0% | -14.4% | -19.6% |
| 3M | -10.0% | -15.8% | +5.8% | -6.9% |
| 6M | -10.1% | +7.0% | -17.0% | -13.1% |
| YTD | +24.5% | -20.7% | +45.2% | +28.7% |
| 1Y | +31.2% | -8.5% | +39.7% | +30.0% |
| 3Y | +322.0% | +101.8% | +220.2% | +240.3% |
| All | +236.4% | -9.9% | +246.3% | +153.2% |
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