+388.0%
DELL vs TSEM
+547.1%
-159.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.9% | -0.2% | -4.5% |
| 7D | +4.9% | +7.0% | -2.1% | +2.5% |
| 30D | -32.1% | -29.8% | -2.3% | -22.6% |
| 3M | -30.2% | -41.9% | +11.7% | -15.7% |
| 6M | +41.7% | -45.8% | +87.5% | +69.1% |
| YTD | +176.6% | +25.1% | +151.5% | +129.2% |
| 1Y | +159.9% | +48.2% | +111.7% | +99.0% |
| 3Y | +388.0% | +476.5% | -88.5% | +109.4% |
| All | +388.0% | +547.1% | -159.1% | +109.4% |
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