+377.0%
DELL vs TPR
+407.4%
-30.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | -22.6% | +14.2% | -36.8% | -25.6% |
| 30D | -43.2% | +17.1% | -60.3% | -45.9% |
| 3M | -24.8% | -17.7% | -7.1% | -21.3% |
| 6M | +38.0% | -10.2% | +48.2% | +39.2% |
| YTD | +163.7% | +4.9% | +158.8% | +147.9% |
| 1Y | +122.5% | +36.1% | +86.4% | +87.6% |
| 3Y | +377.0% | +416.5% | -39.5% | +205.8% |
| All | +377.0% | +407.4% | -30.5% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling