+4,404.4%
DELL vs TNA
+86.1%
+4,318.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.6% |
| 7D | +8.2% | -7.3% | +15.5% | +10.8% |
| 30D | +17.1% | -14.2% | +31.3% | +22.8% |
| 3M | +45.2% | -4.6% | +49.7% | +47.5% |
| 6M | +286.8% | +36.9% | +249.8% | +250.6% |
| YTD | +354.8% | +42.5% | +312.2% | +304.9% |
| 1Y | +358.3% | +45.8% | +312.5% | +301.8% |
| 3Y | +724.9% | +104.7% | +620.3% | +506.6% |
| 5Y | +1,193.7% | -21.7% | +1,215.4% | +1,021.6% |
| All | +4,404.4% | +86.1% | +4,318.3% | +2,507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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