+351.3%
DAL vs TCOM
+374.0%
-22.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | -9.5% | +9.7% | +2.8% |
| 30D | -13.9% | -10.7% | -3.2% | -11.4% |
| 3M | +1.1% | -14.6% | +15.7% | +4.7% |
| 6M | +26.2% | -19.3% | +45.6% | +32.6% |
| YTD | +16.4% | -42.9% | +59.4% | +33.4% |
| 1Y | +33.9% | -43.8% | +77.6% | +53.9% |
| 3Y | +93.4% | +2.1% | +91.3% | +80.4% |
| 5Y | +106.4% | +31.2% | +75.1% | +66.8% |
| 10Y | +143.0% | -13.9% | +156.9% | +107.7% |
| All | +351.3% | +374.0% | -22.7% | +73.4% |
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 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