+2,954.5%
DELL vs TPR
+354.2%
+2,600.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -18.1% | +12.1% | -30.2% | -21.1% |
| 30D | -42.9% | +16.7% | -59.5% | -45.8% |
| 3M | -26.9% | -17.4% | -9.5% | -24.0% |
| 6M | +28.8% | +2.3% | +26.5% | +24.8% |
| YTD | +168.4% | +7.1% | +161.3% | +154.2% |
| 1Y | +136.8% | +29.5% | +107.3% | +111.2% |
| 3Y | +375.3% | +415.0% | -39.7% | +177.3% |
| 5Y | +551.0% | +261.5% | +289.5% | +307.9% |
| 10Y | +2,566.3% | +383.3% | +2,183.0% | +1,296.2% |
| All | +2,954.5% | +354.2% | +2,600.3% | +1,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling