+4,404.4%
DELL vs TSEM
+1,313.0%
+3,091.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.5% |
| 7D | +8.2% | -4.9% | +13.1% | +10.0% |
| 30D | +17.1% | -18.7% | +35.8% | +24.6% |
| 3M | +45.2% | -18.1% | +63.3% | +51.7% |
| 6M | +286.8% | +77.1% | +209.7% | +206.6% |
| YTD | +354.8% | +80.1% | +274.6% | +252.8% |
| 1Y | +358.3% | +220.4% | +137.9% | +191.1% |
| 3Y | +724.9% | +650.1% | +74.8% | +292.7% |
| 5Y | +1,193.7% | +628.9% | +564.8% | +498.8% |
| All | +4,404.4% | +1,313.0% | +3,091.5% | +1,461.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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