+381.8%
DAL vs TAP
+44.2%
+337.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.3% |
| 7D | +4.6% | +7.7% | -3.1% | +0.9% |
| 30D | +2.3% | +14.4% | -12.1% | -4.4% |
| 3M | -8.1% | +2.0% | -10.1% | -9.6% |
| 6M | +21.4% | +2.5% | +18.9% | +18.6% |
| YTD | +24.3% | -6.4% | +30.7% | +25.5% |
| 1Y | +47.4% | -2.3% | +49.7% | +45.3% |
| 3Y | +164.6% | -20.3% | +184.9% | +181.7% |
| 5Y | +100.2% | +6.9% | +93.3% | +78.8% |
| 10Y | +124.9% | -46.3% | +171.2% | +157.3% |
| All | +381.8% | +44.2% | +337.6% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling