+102.9%
DAL vs TCOM
+44.6%
+58.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +8.8% | +12.1% | -3.3% | +6.0% |
| 30D | +5.4% | +16.5% | -11.1% | +1.8% |
| 3M | -4.9% | -4.0% | -0.9% | -4.3% |
| 6M | +19.8% | -18.5% | +38.4% | +24.8% |
| YTD | +27.0% | -38.3% | +65.3% | +40.2% |
| 1Y | +52.5% | -36.6% | +89.1% | +67.2% |
| 3Y | +173.8% | +31.1% | +142.7% | +140.8% |
| All | +102.9% | +44.6% | +58.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling