+346.9%
DELL vs TMF
-23.1%
+370.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.8% |
| 7D | +8.7% | -0.9% | +9.6% | +9.1% |
| 30D | +16.9% | -1.0% | +17.9% | +17.3% |
| 3M | +40.4% | -11.3% | +51.7% | +45.8% |
| 6M | +267.1% | -22.7% | +289.8% | +287.1% |
| YTD | +329.1% | -17.3% | +346.4% | +352.7% |
| 1Y | +346.9% | -22.5% | +369.4% | +381.0% |
| All | +346.9% | -23.1% | +370.0% | +381.0% |
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