+143.3%
DELL vs TFC
+20.8%
+122.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.0% | -11.8% | -9.2% |
| 7D | -24.6% | +5.1% | -29.7% | -25.3% |
| 30D | -32.5% | +9.8% | -42.3% | -33.9% |
| 3M | -20.2% | -2.4% | -17.8% | -19.6% |
| 6M | +76.5% | +4.9% | +71.6% | +75.0% |
| YTD | +198.9% | +6.6% | +192.4% | +183.1% |
| 1Y | +143.3% | +21.3% | +122.0% | +97.8% |
| All | +143.3% | +20.8% | +122.5% | +97.8% |
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