+317.1%
TSM vs DASH
+9.1%
+308.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.3% | -10.6% | -4.1% |
| 7D | -10.0% | +17.2% | -27.1% | -13.4% |
| 30D | -18.5% | +3.6% | -22.1% | -19.5% |
| 3M | -4.9% | -1.9% | -3.0% | -5.3% |
| 6M | -1.0% | +15.1% | -16.0% | -5.7% |
| YTD | +31.3% | -12.3% | +43.6% | +32.1% |
| 1Y | +36.0% | -17.2% | +53.2% | +37.8% |
| 3Y | +348.7% | +114.7% | +234.0% | +262.9% |
| 5Y | +264.0% | -4.3% | +268.2% | +204.5% |
| All | +317.1% | +9.1% | +308.0% | +233.4% |
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