+98.5%
DAL vs TAP
-28.0%
+126.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | -2.3% | +2.4% | +0.7% |
| 30D | -13.9% | -2.1% | -11.8% | -13.5% |
| 3M | +1.1% | +6.6% | -5.5% | -0.9% |
| 6M | +26.2% | -11.5% | +37.7% | +29.8% |
| YTD | +16.4% | -10.3% | +26.7% | +18.6% |
| 1Y | +33.9% | -14.4% | +48.2% | +38.2% |
| All | +98.5% | -28.0% | +126.5% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling