+1,106.2%
DELL vs TFC
+14.8%
+1,091.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.6% |
| 7D | +8.7% | -1.3% | +10.0% | +9.4% |
| 30D | +16.9% | -2.3% | +19.2% | +18.4% |
| 3M | +40.4% | +2.5% | +38.0% | +38.3% |
| 6M | +267.1% | +9.5% | +257.6% | +250.1% |
| YTD | +329.1% | +5.1% | +324.0% | +315.5% |
| 1Y | +346.9% | +15.5% | +331.4% | +312.0% |
| 3Y | +696.6% | +95.2% | +601.5% | +483.7% |
| 5Y | +1,106.2% | +14.5% | +1,091.7% | +1,038.5% |
| All | +1,106.2% | +14.8% | +1,091.4% | +1,038.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling