+736.4%
DELL vs TLN
+716.6%
+19.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +4.9% | +6.9% | +9.8% |
| 7D | +0.4% | +15.9% | -15.5% | -5.0% |
| 30D | -35.1% | -0.3% | -34.8% | -34.7% |
| 3M | -15.1% | +5.8% | -21.0% | -16.8% |
| 6M | +51.7% | -1.2% | +53.0% | +50.8% |
| YTD | +200.0% | +1.0% | +199.0% | +188.3% |
| 1Y | +172.1% | +1.1% | +171.0% | +160.3% |
| 3Y | +431.2% | +591.7% | -160.5% | +152.4% |
| All | +736.4% | +716.6% | +19.8% | +295.2% |
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