+143.3%
DELL vs T
-6.5%
+149.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -8.0% |
| 7D | -24.6% | +5.5% | -30.1% | -22.9% |
| 30D | -32.5% | -8.9% | -23.6% | -33.7% |
| 3M | -20.2% | -5.6% | -14.6% | -20.7% |
| 6M | +76.5% | -14.3% | +90.8% | +75.8% |
| YTD | +198.9% | -7.9% | +206.8% | +187.2% |
| 1Y | +143.3% | -6.4% | +149.7% | +135.5% |
| All | +143.3% | -6.5% | +149.9% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling