+678.3%
DELL vs TSEM
+663.1%
+15.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +8.7% | +4.7% | +4.0% | +7.0% |
| 30D | +16.9% | -14.2% | +31.1% | +22.7% |
| 3M | +40.4% | -5.0% | +45.5% | +40.0% |
| 6M | +267.1% | +87.6% | +179.5% | +171.1% |
| YTD | +329.1% | +84.4% | +244.7% | +210.8% |
| 1Y | +346.9% | +235.4% | +111.5% | +142.9% |
| All | +678.3% | +663.1% | +15.2% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling