+3,063.4%
DELL vs TER
+1,190.8%
+1,872.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.7% | -7.3% | +0.1% |
| 7D | -11.8% | -5.8% | -6.1% | -9.4% |
| 30D | -40.8% | -38.9% | -1.9% | -27.1% |
| 3M | -23.6% | -35.1% | +11.5% | -8.9% |
| 6M | +33.4% | -31.6% | +64.9% | +50.6% |
| YTD | +178.0% | +27.2% | +150.8% | +132.1% |
| 1Y | +138.6% | +35.2% | +103.3% | +93.9% |
| 3Y | +400.9% | +192.8% | +208.1% | +177.0% |
| 5Y | +580.7% | +72.4% | +508.3% | +340.2% |
| 10Y | +2,655.3% | +1,001.8% | +1,653.4% | +658.6% |
| All | +3,063.4% | +1,190.8% | +1,872.7% | +724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling