+3,047.2%
DELL vs TFC
+102.4%
+2,944.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.7% |
| 7D | +4.9% | +2.3% | +2.6% | +3.9% |
| 30D | -32.1% | +10.8% | -42.9% | -35.1% |
| 3M | -30.2% | -3.8% | -26.5% | -29.3% |
| 6M | +41.7% | +9.6% | +32.1% | +35.2% |
| YTD | +176.6% | +5.8% | +170.8% | +167.0% |
| 1Y | +159.9% | +16.2% | +143.8% | +141.1% |
| 3Y | +388.0% | +96.0% | +292.0% | +264.3% |
| 5Y | +578.2% | +1.7% | +576.5% | +541.5% |
| 10Y | +2,653.4% | +79.9% | +2,573.5% | +1,937.1% |
| All | +3,047.2% | +102.4% | +2,944.8% | +2,198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling