+126.4%
DAL vs TCOM
-9.7%
+136.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +3.4% | -7.6% | +11.0% | +5.8% |
| 30D | -13.6% | -12.2% | -1.3% | -10.2% |
| 3M | +1.2% | -14.2% | +15.4% | +5.1% |
| 6M | +34.5% | -25.0% | +59.5% | +45.6% |
| YTD | +14.7% | -43.7% | +58.3% | +34.4% |
| 1Y | +29.2% | -44.5% | +73.8% | +52.1% |
| 3Y | +100.0% | +13.4% | +86.6% | +75.7% |
| 5Y | +106.3% | +26.5% | +79.8% | +59.2% |
| 10Y | +126.4% | -10.3% | +136.7% | +76.4% |
| All | +126.4% | -9.7% | +136.1% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling