+545.8%
DELL vs TT
+128.4%
+417.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.0% |
| 7D | -22.6% | -2.0% | -20.6% | -21.0% |
| 30D | -43.2% | -14.0% | -29.2% | -36.2% |
| 3M | -24.8% | -15.9% | -9.0% | -14.4% |
| 6M | +38.0% | -17.3% | +55.3% | +58.2% |
| YTD | +163.7% | +4.0% | +159.8% | +159.1% |
| 1Y | +122.5% | -7.1% | +129.7% | +136.0% |
| 3Y | +377.0% | +90.2% | +286.7% | +230.6% |
| All | +545.8% | +128.4% | +417.4% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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