+1,055.3%
DELL vs TSEM
+610.6%
+444.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.4% | -4.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | +14.9% | -16.6% | +31.5% | +21.1% |
| 3M | +37.2% | -10.9% | +48.1% | +39.7% |
| 6M | +254.0% | +78.0% | +176.0% | +182.1% |
| YTD | +306.1% | +77.2% | +228.9% | +218.6% |
| 1Y | +312.3% | +207.6% | +104.7% | +166.8% |
| 3Y | +654.0% | +637.8% | +16.2% | +275.0% |
| 5Y | +1,055.3% | +617.0% | +438.3% | +502.2% |
| All | +1,055.3% | +610.6% | +444.7% | +502.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling