+4,177.7%
DELL vs T
+63.2%
+4,114.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.6% |
| 7D | +8.7% | -3.1% | +11.8% | +9.5% |
| 30D | +16.9% | +4.6% | +12.3% | +15.6% |
| 3M | +40.4% | +12.2% | +28.2% | +35.9% |
| 6M | +267.1% | -6.5% | +273.5% | +271.1% |
| YTD | +329.1% | +4.9% | +324.2% | +319.4% |
| 1Y | +346.9% | -10.5% | +357.4% | +355.5% |
| 3Y | +696.6% | +104.6% | +592.1% | +487.7% |
| 5Y | +1,106.2% | +64.2% | +1,042.0% | +855.9% |
| 10Y | +4,177.7% | +68.4% | +4,109.3% | +3,173.4% |
| All | +4,177.7% | +63.2% | +4,114.5% | +3,173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling