+4,681.2%
DELL vs TAP
-46.3%
+4,727.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +14.9% | -2.3% | +17.2% | +15.4% |
| 30D | +13.3% | -2.1% | +15.4% | +13.6% |
| 3M | +24.4% | +6.6% | +17.8% | +21.6% |
| 6M | +258.0% | -11.5% | +269.5% | +264.4% |
| YTD | +320.2% | -10.3% | +330.5% | +324.7% |
| 1Y | +319.1% | -14.4% | +333.4% | +327.3% |
| 3Y | +706.5% | -28.3% | +734.8% | +748.8% |
| 5Y | +1,071.9% | +1.7% | +1,070.2% | +990.0% |
| 10Y | +4,683.5% | -49.2% | +4,732.7% | +4,599.4% |
| All | +4,681.2% | -46.3% | +4,727.6% | +4,478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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