+285.0%
TSM vs DELL
+1,129.8%
-844.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +4.8% | +8.7% | -4.0% | +2.1% |
| 30D | +4.0% | +16.9% | -12.9% | -1.7% |
| 3M | +2.0% | +40.4% | -38.5% | -10.1% |
| 6M | +25.5% | +267.1% | -241.6% | -24.5% |
| YTD | +44.0% | +329.1% | -285.1% | -19.6% |
| 1Y | +75.4% | +346.9% | -271.5% | -4.4% |
| 3Y | +406.7% | +696.6% | -289.9% | +103.6% |
| 5Y | +285.0% | +1,106.2% | -821.2% | +26.7% |
| All | +285.0% | +1,129.8% | -844.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling