+161.0%
DAL vs TCOM
+26.7%
+134.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +12.8% | +12.1% | +0.8% | +10.5% |
| 3M | -5.3% | -3.2% | -2.1% | -4.9% |
| 6M | +22.4% | -16.6% | +39.0% | +26.1% |
| YTD | +25.6% | -39.4% | +65.0% | +37.0% |
| 1Y | +45.5% | -41.5% | +87.0% | +59.9% |
| 3Y | +161.0% | +24.4% | +136.6% | +138.6% |
| All | +161.0% | +26.7% | +134.3% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling