+392.2%
DAL vs TCOM
+412.5%
-20.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +8.8% | +12.1% | -3.3% | +5.5% |
| 30D | +5.4% | +16.5% | -11.1% | +1.1% |
| 3M | -4.9% | -4.0% | -0.9% | -4.2% |
| 6M | +19.8% | -18.5% | +38.4% | +25.4% |
| YTD | +27.0% | -38.3% | +65.3% | +42.2% |
| 1Y | +52.5% | -36.6% | +89.1% | +69.4% |
| 3Y | +173.8% | +31.1% | +142.7% | +138.5% |
| 5Y | +104.5% | +47.6% | +57.0% | +60.3% |
| 10Y | +129.7% | +5.1% | +124.7% | +86.6% |
| All | +392.2% | +412.5% | -20.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling