+4,404.4%
DELL vs TFC
+98.7%
+4,305.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.8% | +11.9% |
| 7D | +8.2% | -2.4% | +10.7% | +9.3% |
| 30D | +17.1% | -3.4% | +20.4% | +18.9% |
| 3M | +45.2% | +0.4% | +44.7% | +44.4% |
| 6M | +286.8% | +12.7% | +274.1% | +266.2% |
| YTD | +354.8% | +5.6% | +349.2% | +341.0% |
| 1Y | +358.3% | +16.0% | +342.2% | +325.3% |
| 3Y | +724.9% | +94.0% | +630.9% | +517.5% |
| 5Y | +1,193.7% | +16.2% | +1,177.5% | +1,065.4% |
| All | +4,404.4% | +98.7% | +4,305.7% | +3,133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling