+168.1%
DAL vs TAP
-20.1%
+188.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | +4.6% | +7.7% | -3.1% | +2.7% |
| 30D | +2.3% | +14.4% | -12.1% | -1.2% |
| 3M | -8.1% | +2.0% | -10.1% | -8.7% |
| 6M | +21.4% | +2.5% | +18.9% | +20.2% |
| YTD | +24.3% | -6.4% | +30.7% | +25.2% |
| 1Y | +47.4% | -2.3% | +49.7% | +46.1% |
| All | +168.1% | -20.1% | +188.1% | +174.5% |
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