+122.8%
DAL vs TAP
-49.3%
+172.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.3% |
| 7D | +8.8% | +0.5% | +8.3% | +8.4% |
| 30D | +5.4% | +9.1% | -3.8% | +0.6% |
| 3M | -4.9% | -3.8% | -1.1% | -3.9% |
| 6M | +19.8% | -3.4% | +23.3% | +20.3% |
| YTD | +27.0% | -10.6% | +37.6% | +31.0% |
| 1Y | +52.5% | -4.4% | +56.9% | +51.4% |
| 3Y | +173.8% | -24.4% | +198.2% | +199.4% |
| 5Y | +104.5% | +2.1% | +102.5% | +82.3% |
| All | +122.8% | -49.3% | +172.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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