+358.3%
DELL vs TSEM
+212.9%
+145.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.6% |
| 7D | +8.2% | -4.9% | +13.1% | +9.6% |
| 30D | +17.1% | -18.7% | +35.8% | +22.7% |
| 3M | +45.2% | -18.1% | +63.3% | +49.2% |
| 6M | +286.8% | +77.1% | +209.7% | +228.0% |
| YTD | +354.8% | +80.1% | +274.6% | +274.1% |
| 1Y | +358.3% | +220.4% | +137.9% | +183.0% |
| All | +358.3% | +212.9% | +145.3% | +183.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling