+4,770.1%
DELL vs TRV
+287.4%
+4,482.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +25.6% | +0.5% | +25.1% | +25.4% |
| 30D | +17.7% | -4.9% | +22.5% | +19.8% |
| 3M | +33.4% | +23.7% | +9.7% | +22.1% |
| 6M | +266.2% | +20.3% | +245.9% | +237.0% |
| YTD | +328.0% | +27.1% | +300.9% | +285.1% |
| 1Y | +339.6% | +35.3% | +304.2% | +283.9% |
| 3Y | +694.6% | +139.8% | +554.8% | +421.7% |
| 5Y | +1,122.0% | +153.9% | +968.1% | +670.6% |
| 10Y | +4,062.5% | +285.9% | +3,776.6% | +2,104.8% |
| All | +4,770.1% | +287.4% | +4,482.7% | +2,477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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