+40.6%
DELL vs TER
-30.8%
+71.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.7% | -7.3% | -0.9% |
| 7D | -11.8% | -5.8% | -6.1% | -9.0% |
| 30D | -40.8% | -38.9% | -1.9% | -26.6% |
| 3M | -23.6% | -35.1% | +11.5% | -8.1% |
| All | +40.6% | -30.8% | +71.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 6mo: compounded portfolio wealth divided by compounded TER 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…
6mo analysis · Full analysis span regression · 6 months rolling