+1,096.4%
DELL vs TLN
+589.3%
+507.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.9% |
| 7D | +8.7% | +5.8% | +2.9% | +6.6% |
| 30D | +16.9% | -6.9% | +23.8% | +19.6% |
| 3M | +40.4% | -10.9% | +51.3% | +44.8% |
| 6M | +267.1% | -4.6% | +271.7% | +266.9% |
| YTD | +329.1% | -14.7% | +343.8% | +337.2% |
| 1Y | +346.9% | -17.9% | +364.8% | +358.5% |
| 3Y | +696.6% | +483.9% | +212.8% | +300.2% |
| All | +1,096.4% | +589.3% | +507.1% | +499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling