+350.9%
TSM vs DASH
+16.3%
+334.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +3.9% |
| 7D | +2.7% | -10.6% | +13.3% | +5.3% |
| 30D | +3.6% | +2.2% | +1.4% | +2.9% |
| 3M | -3.4% | +32.3% | -35.6% | -10.1% |
| 6M | +20.6% | +19.1% | +1.5% | +14.3% |
| YTD | +41.9% | -6.5% | +48.4% | +41.7% |
| 1Y | +84.4% | -14.9% | +99.3% | +87.1% |
| 3Y | +380.2% | +151.9% | +228.3% | +276.2% |
| 5Y | +275.3% | +9.4% | +265.9% | +207.3% |
| All | +350.9% | +16.3% | +334.6% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling