+33.9%
DAL vs TCOM
-42.5%
+76.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | -9.5% | +9.7% | +1.9% |
| 30D | -13.9% | -10.7% | -3.2% | -12.2% |
| 3M | +1.1% | -14.6% | +15.7% | +4.0% |
| 6M | +26.2% | -19.3% | +45.6% | +31.9% |
| YTD | +16.4% | -42.9% | +59.4% | +29.5% |
| 1Y | +33.9% | -43.8% | +77.6% | +48.5% |
| All | +33.9% | -42.5% | +76.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling