+2,876.0%
DELL vs TPR
+365.1%
+2,510.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +17.1% | -1.1% | +18.3% | +17.5% |
| 30D | -35.1% | +15.1% | -50.2% | -38.2% |
| 3M | -23.3% | -13.4% | -9.9% | -21.4% |
| 6M | +55.8% | +1.4% | +54.5% | +51.2% |
| YTD | +198.0% | +4.8% | +193.2% | +183.7% |
| 1Y | +166.6% | +29.2% | +137.4% | +137.5% |
| 3Y | +427.6% | +403.7% | +23.9% | +208.9% |
| 5Y | +630.6% | +230.8% | +399.8% | +368.1% |
| All | +2,876.0% | +365.1% | +2,510.9% | +1,474.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling