+1,672.6%
TSM vs DELL
+2,866.9%
-1,194.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +14.8% | +17.1% | -2.3% | +8.9% |
| 30D | -8.9% | -35.1% | +26.2% | +3.9% |
| 3M | -5.3% | -23.3% | +18.0% | +1.2% |
| 6M | +2.6% | +55.8% | -53.2% | -17.6% |
| YTD | +34.5% | +198.0% | -163.5% | -17.0% |
| 1Y | +41.0% | +166.6% | -125.6% | -9.7% |
| 3Y | +333.1% | +427.6% | -94.5% | +101.0% |
| 5Y | +270.1% | +630.6% | -360.5% | +46.0% |
| All | +1,672.6% | +2,866.9% | -1,194.3% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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