+1,761.6%
TSM vs DELL
+4,626.3%
-2,864.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +2.7% | +14.9% | -12.2% | -2.3% |
| 30D | +3.6% | +13.3% | -9.7% | -1.4% |
| 3M | -3.4% | +24.4% | -27.8% | -11.8% |
| 6M | +20.6% | +258.0% | -237.4% | -27.1% |
| YTD | +41.9% | +320.2% | -278.3% | -20.4% |
| 1Y | +84.4% | +319.1% | -234.7% | +2.7% |
| 3Y | +380.2% | +706.5% | -326.3% | +96.7% |
| 5Y | +275.3% | +1,071.9% | -796.6% | +29.0% |
| 10Y | +1,751.4% | +4,683.5% | -2,932.1% | +295.2% |
| All | +1,761.6% | +4,626.3% | -2,864.7% | +297.3% |
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