+164.5%
DELL vs TEM
+79.0%
+85.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.7% | -1.5% | -6.3% |
| 7D | +4.9% | -5.9% | +10.7% | +5.8% |
| 30D | -32.1% | +4.8% | -36.9% | -32.5% |
| 3M | -30.2% | +31.9% | -62.1% | -33.9% |
| 6M | +41.7% | +56.0% | -14.3% | +30.3% |
| YTD | +176.6% | +21.3% | +155.3% | +161.1% |
| 1Y | +159.9% | +5.4% | +154.6% | +150.6% |
| All | +164.5% | +79.0% | +85.5% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling