+734.3%
DELL vs TSLL
-54.2%
+788.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.9% | -5.5% | +3.9% |
| 7D | -11.8% | -14.3% | +2.5% | -9.9% |
| 30D | -40.8% | -6.2% | -34.7% | -40.2% |
| 3M | -23.6% | +21.2% | -44.8% | -25.7% |
| 6M | +33.4% | -36.6% | +69.9% | +38.4% |
| YTD | +178.0% | -47.8% | +225.8% | +192.4% |
| 1Y | +138.6% | -45.2% | +183.8% | +148.0% |
| 3Y | +400.9% | -3.3% | +404.1% | +327.1% |
| All | +734.3% | -54.2% | +788.5% | +723.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling