+724.9%
DELL vs TDY
+46.9%
+678.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.2% |
| 7D | +8.2% | -1.1% | +9.4% | +9.0% |
| 30D | +17.1% | -12.0% | +29.1% | +26.6% |
| 3M | +45.2% | -3.2% | +48.4% | +48.9% |
| 6M | +286.8% | -7.9% | +294.6% | +307.2% |
| YTD | +354.8% | +18.2% | +336.6% | +313.4% |
| 1Y | +358.3% | +6.7% | +351.6% | +340.9% |
| 3Y | +724.9% | +47.5% | +677.4% | +601.8% |
| All | +724.9% | +46.9% | +678.0% | +601.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling