+143.3%
DELL vs TMF
-23.9%
+167.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.3% | -9.3% |
| 7D | -24.6% | +4.0% | -28.6% | -25.4% |
| 30D | -32.5% | +19.5% | -51.9% | -37.0% |
| 3M | -20.2% | -3.5% | -16.7% | -18.0% |
| 6M | +76.5% | -10.6% | +87.1% | +86.8% |
| YTD | +198.9% | -17.1% | +216.0% | +223.1% |
| 1Y | +143.3% | -24.3% | +167.6% | +170.0% |
| All | +143.3% | -23.9% | +167.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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