+1,698.9%
TSM vs DELL
+3,274.2%
-1,575.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.8% | -7.5% | +0.4% |
| 7D | +4.4% | +0.4% | +4.1% | +4.2% |
| 30D | -7.0% | -35.1% | +28.1% | +6.1% |
| 3M | -1.8% | -15.1% | +13.3% | +1.3% |
| 6M | +2.7% | +51.7% | -49.0% | -16.6% |
| YTD | +37.1% | +200.0% | -162.9% | -15.4% |
| 1Y | +43.5% | +172.1% | -128.7% | -8.6% |
| 3Y | +341.5% | +431.2% | -89.7% | +105.3% |
| 5Y | +278.9% | +633.1% | -354.2% | +50.2% |
| 10Y | +1,641.8% | +2,886.3% | -1,244.6% | +318.7% |
| All | +1,698.9% | +3,274.2% | -1,575.3% | +322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling