+411.0%
TSM vs DELL
+707.5%
-296.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | +6.0% | +25.6% | -19.6% | -0.9% |
| 30D | +4.5% | +17.7% | -13.1% | -0.8% |
| 3M | +3.1% | +33.4% | -30.3% | -6.6% |
| 6M | +30.2% | +266.2% | -236.0% | -18.2% |
| YTD | +45.2% | +328.0% | -282.8% | -14.9% |
| 1Y | +79.6% | +339.6% | -260.0% | +3.4% |
| 3Y | +411.0% | +694.6% | -283.6% | +130.5% |
| All | +411.0% | +707.5% | -296.6% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling