+143.3%
DELL vs TPR
+20.9%
+122.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.4% | -8.8% |
| 7D | -24.6% | +12.6% | -37.2% | -24.8% |
| 30D | -32.5% | +7.1% | -39.6% | -32.5% |
| 3M | -20.2% | -19.4% | -0.8% | -19.0% |
| 6M | +76.5% | -9.7% | +86.2% | +76.1% |
| YTD | +198.9% | -1.0% | +199.9% | +189.2% |
| 1Y | +143.3% | +19.3% | +124.0% | +124.6% |
| All | +143.3% | +20.9% | +122.5% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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