+1,055.3%
DELL vs TCOM
+21.5%
+1,033.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -5.1% |
| 7D | -1.9% | -6.5% | +4.6% | -0.8% |
| 30D | +14.9% | -16.2% | +31.1% | +18.0% |
| 3M | +37.2% | -19.3% | +56.5% | +41.5% |
| 6M | +254.0% | -27.2% | +281.2% | +271.5% |
| YTD | +306.1% | -46.2% | +352.3% | +346.9% |
| 1Y | +312.3% | -46.6% | +358.9% | +353.8% |
| 3Y | +654.0% | +8.4% | +645.6% | +630.6% |
| 5Y | +1,055.3% | +25.8% | +1,029.5% | +948.7% |
| All | +1,055.3% | +21.5% | +1,033.8% | +948.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling