+418.2%
DAL vs TCOM
+408.7%
+9.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +10.0% | +7.4% | +2.6% | +7.9% |
| 30D | +12.0% | +13.2% | -1.2% | +8.3% |
| 3M | +0.8% | -4.6% | +5.3% | +1.7% |
| 6M | +26.2% | -16.4% | +42.6% | +31.1% |
| YTD | +33.7% | -38.8% | +72.4% | +50.0% |
| 1Y | +57.6% | -37.3% | +94.9% | +75.7% |
| 3Y | +183.5% | +31.4% | +152.0% | +146.8% |
| 5Y | +114.2% | +45.5% | +68.7% | +68.5% |
| 10Y | +128.1% | +4.6% | +123.5% | +85.5% |
| All | +418.2% | +408.7% | +9.5% | +95.1% |
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