+694.6%
DELL vs TLT
-1.1%
+695.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +25.6% | +0.4% | +25.2% | +25.6% |
| 30D | +17.7% | -0.3% | +18.0% | +17.7% |
| 3M | +33.4% | -1.7% | +35.2% | +33.6% |
| 6M | +266.2% | -4.9% | +271.1% | +265.9% |
| YTD | +328.0% | -2.8% | +330.8% | +328.6% |
| 1Y | +339.6% | -4.2% | +343.8% | +339.7% |
| 3Y | +694.6% | -1.1% | +695.7% | +691.5% |
| All | +694.6% | -1.1% | +695.7% | +691.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 3y: compounded portfolio wealth divided by compounded TLT 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…
3y analysis · Full analysis span regression · 6 months rolling