+4,782.6%
DELL vs TCOM
-15.2%
+4,797.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +8.7% | -10.2% | +18.9% | +10.9% |
| 30D | +16.9% | -16.8% | +33.7% | +20.9% |
| 3M | +40.4% | -16.7% | +57.1% | +44.6% |
| 6M | +267.1% | -27.1% | +294.1% | +288.0% |
| YTD | +329.1% | -45.5% | +374.6% | +378.2% |
| 1Y | +346.9% | -45.9% | +392.8% | +398.1% |
| 3Y | +696.6% | +9.8% | +686.9% | +654.8% |
| 5Y | +1,106.2% | +23.8% | +1,082.4% | +962.4% |
| 10Y | +4,177.7% | -10.8% | +4,188.5% | +3,588.1% |
| All | +4,782.6% | -15.2% | +4,797.8% | +4,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling