+4,404.4%
DELL vs TCOM
-9.8%
+4,414.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.1% | +11.8% |
| 7D | +8.2% | -4.9% | +13.1% | +9.3% |
| 30D | +17.1% | -14.4% | +31.5% | +20.5% |
| 3M | +45.2% | -17.7% | +62.8% | +50.0% |
| 6M | +286.8% | -25.1% | +311.9% | +307.0% |
| YTD | +354.8% | -45.7% | +400.5% | +408.0% |
| 1Y | +358.3% | -47.9% | +406.1% | +415.4% |
| 3Y | +724.9% | +8.9% | +716.0% | +682.1% |
| 5Y | +1,193.7% | +26.9% | +1,166.8% | +1,030.4% |
| All | +4,404.4% | -9.8% | +4,414.2% | +3,702.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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