+1,161.0%
DELL vs TSLL
-57.4%
+1,218.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.8% | +13.4% | +3.0% |
| 7D | +14.9% | +1.9% | +13.0% | +14.4% |
| 30D | +13.3% | +17.8% | -4.5% | +10.4% |
| 3M | +24.4% | -37.0% | +61.4% | +29.6% |
| 6M | +258.0% | -37.7% | +295.7% | +269.4% |
| YTD | +320.2% | -51.4% | +371.6% | +345.4% |
| 1Y | +319.1% | -23.4% | +342.4% | +313.1% |
| 3Y | +706.5% | -30.8% | +737.3% | +604.9% |
| All | +1,161.0% | -57.4% | +1,218.3% | +1,154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling