+4,681.2%
DELL vs TSEM
+1,377.3%
+3,303.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.3% | -0.9% |
| 7D | +14.9% | +6.9% | +8.0% | +12.7% |
| 30D | +13.3% | +5.3% | +8.0% | +11.2% |
| 3M | +24.4% | -14.9% | +39.3% | +28.3% |
| 6M | +258.0% | +80.0% | +178.0% | +181.9% |
| YTD | +320.2% | +89.4% | +230.8% | +221.0% |
| 1Y | +319.1% | +253.1% | +66.0% | +158.1% |
| 3Y | +706.5% | +642.1% | +64.4% | +285.2% |
| 5Y | +1,071.9% | +659.1% | +412.8% | +436.9% |
| 10Y | +4,683.5% | +1,291.4% | +3,392.1% | +1,606.3% |
| All | +4,681.2% | +1,377.3% | +3,303.9% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling