+319.1%
DELL vs TFC
+15.4%
+303.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +2.4% | +12.5% | +14.2% |
| 30D | +13.3% | -1.3% | +14.6% | +13.3% |
| 3M | +24.4% | +6.1% | +18.3% | +22.7% |
| 6M | +258.0% | +7.3% | +250.7% | +250.1% |
| YTD | +320.2% | +8.2% | +312.0% | +311.5% |
| 1Y | +319.1% | +14.4% | +304.6% | +305.5% |
| All | +319.1% | +15.4% | +303.7% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling