+2,566.3%
DELL vs TMF
-82.2%
+2,648.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.4% | -3.7% |
| 7D | -18.1% | -1.1% | -17.1% | -18.2% |
| 30D | -42.9% | +11.8% | -54.7% | -42.3% |
| 3M | -26.9% | -4.0% | -22.8% | -27.0% |
| 6M | +28.8% | -16.5% | +45.3% | +27.2% |
| YTD | +168.4% | -19.9% | +188.3% | +164.3% |
| 1Y | +136.8% | -25.6% | +162.4% | +131.7% |
| 3Y | +375.3% | -29.9% | +405.2% | +370.4% |
| 5Y | +551.0% | -88.2% | +639.3% | +433.1% |
| 10Y | +2,566.3% | -81.7% | +2,648.0% | +2,310.1% |
| All | +2,566.3% | -82.2% | +2,648.5% | +2,310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling