+334.9%
DELL vs TEM
+47.5%
+287.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.9% |
| 7D | +8.2% | -8.7% | +16.9% | +9.7% |
| 30D | +17.1% | +8.1% | +9.0% | +15.0% |
| 3M | +45.2% | +19.0% | +26.2% | +39.9% |
| 6M | +286.8% | +12.0% | +274.8% | +273.3% |
| YTD | +354.8% | -0.1% | +354.8% | +344.4% |
| 1Y | +358.3% | -33.5% | +391.8% | +374.1% |
| All | +334.9% | +47.5% | +287.3% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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