+121.4%
DAL vs TAP
-47.8%
+169.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | +2.3% | -8.0% | +10.3% | +6.4% |
| 30D | +14.3% | +4.1% | +10.2% | +11.7% |
| 3M | +1.3% | -4.4% | +5.6% | +2.7% |
| 6M | +29.3% | -1.9% | +31.2% | +28.7% |
| YTD | +33.0% | -12.1% | +45.0% | +38.2% |
| 1Y | +59.8% | -12.0% | +71.9% | +65.8% |
| 3Y | +177.2% | -25.0% | +202.2% | +204.2% |
| 5Y | +118.4% | -1.1% | +119.4% | +97.8% |
| 10Y | +121.4% | -47.6% | +169.0% | +105.8% |
| All | +121.4% | -47.8% | +169.3% | +105.8% |
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