+288.4%
DELL vs TEM
+46.9%
+241.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -4.7% |
| 7D | -1.9% | -9.2% | +7.3% | -0.5% |
| 30D | +14.9% | +5.5% | +9.4% | +13.2% |
| 3M | +37.2% | +18.7% | +18.5% | +32.3% |
| 6M | +254.0% | +15.4% | +238.6% | +240.1% |
| YTD | +306.1% | -0.5% | +306.7% | +297.1% |
| 1Y | +312.3% | -24.8% | +337.1% | +319.3% |
| All | +288.4% | +46.9% | +241.5% | +248.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling