+1,779.8%
TSM vs DELL
+4,530.0%
-2,750.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.0% | -10.8% | -2.6% |
| 7D | +1.0% | +8.2% | -7.2% | -1.8% |
| 30D | +1.0% | +17.1% | -16.1% | -4.9% |
| 3M | +2.9% | +45.2% | -42.3% | -10.9% |
| 6M | +22.8% | +286.8% | -263.9% | -27.9% |
| YTD | +43.3% | +354.8% | -311.5% | -22.0% |
| 1Y | +69.2% | +358.3% | -289.1% | -8.9% |
| 3Y | +404.5% | +724.9% | -320.4% | +104.4% |
| 5Y | +282.2% | +1,193.7% | -911.5% | +25.9% |
| All | +1,779.8% | +4,530.0% | -2,750.3% | +290.4% |
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