+172.1%
DELL vs TLN
-1.4%
+173.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.9% | +6.9% | +9.8% |
| 7D | +0.4% | +15.9% | -15.5% | -4.9% |
| 30D | -35.1% | -0.3% | -34.8% | -35.0% |
| 3M | -15.1% | +5.8% | -21.0% | -17.2% |
| 6M | +51.7% | -1.2% | +53.0% | +47.8% |
| YTD | +200.0% | +1.0% | +199.0% | +187.0% |
| 1Y | +172.1% | +1.1% | +171.0% | +161.4% |
| All | +172.1% | -1.4% | +173.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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