+1,122.0%
DELL vs TMF
-87.6%
+1,209.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +25.6% | +1.0% | +24.6% | +25.6% |
| 30D | +17.7% | -1.8% | +19.5% | +17.6% |
| 3M | +33.4% | -8.2% | +41.7% | +33.2% |
| 6M | +266.2% | -19.5% | +285.7% | +263.4% |
| YTD | +328.0% | -16.0% | +344.0% | +325.7% |
| 1Y | +339.6% | -22.5% | +362.1% | +335.7% |
| 3Y | +694.6% | -42.3% | +736.9% | +681.3% |
| 5Y | +1,122.0% | -87.7% | +1,209.7% | +946.8% |
| All | +1,122.0% | -87.6% | +1,209.6% | +946.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling