+309.3%
DELL vs TEM
+60.7%
+248.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +25.6% | +3.2% | +22.4% | +25.0% |
| 30D | +17.7% | +23.5% | -5.9% | +13.2% |
| 3M | +33.4% | +32.3% | +1.1% | +26.6% |
| 6M | +266.2% | +23.0% | +243.2% | +248.6% |
| YTD | +328.0% | +8.9% | +319.1% | +313.0% |
| 1Y | +339.6% | -19.9% | +359.4% | +342.6% |
| All | +309.3% | +60.7% | +248.5% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling