+5,074.9%
DELL vs TDY
+470.0%
+4,604.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.3% |
| 7D | +8.2% | -1.1% | +9.4% | +9.0% |
| 30D | +17.1% | -12.0% | +29.1% | +25.8% |
| 3M | +45.2% | -3.2% | +48.4% | +48.3% |
| 6M | +286.8% | -7.9% | +294.6% | +305.4% |
| YTD | +354.8% | +18.2% | +336.6% | +313.9% |
| 1Y | +358.3% | +6.7% | +351.6% | +340.1% |
| 3Y | +724.9% | +47.5% | +677.4% | +560.7% |
| 5Y | +1,193.7% | +39.5% | +1,154.2% | +958.6% |
| 10Y | +4,433.8% | +477.2% | +3,956.6% | +2,109.8% |
| All | +5,074.9% | +470.0% | +4,604.9% | +2,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling