+694.6%
DELL vs TFC
+98.6%
+596.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.9% |
| 7D | +25.6% | +2.2% | +23.4% | +24.4% |
| 30D | +17.7% | -2.5% | +20.1% | +19.3% |
| 3M | +33.4% | +4.5% | +28.9% | +29.9% |
| 6M | +266.2% | +11.0% | +255.2% | +245.3% |
| YTD | +328.0% | +5.9% | +322.1% | +311.1% |
| 1Y | +339.6% | +14.6% | +325.0% | +302.9% |
| 3Y | +694.6% | +96.7% | +597.9% | +530.1% |
| All | +694.6% | +98.6% | +596.0% | +530.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling