+132.2%
DAL vs TD
+294.7%
-162.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +3.2% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -13.9% | +0.4% | -14.3% | -14.4% |
| 3M | +1.1% | +7.6% | -6.6% | -6.5% |
| 6M | +26.2% | +25.0% | +1.2% | +0.5% |
| YTD | +16.4% | +31.0% | -14.6% | -11.5% |
| 1Y | +33.9% | +65.2% | -31.3% | -19.7% |
| 3Y | +93.4% | +122.5% | -29.1% | -16.3% |
| 5Y | +106.4% | +124.8% | -18.4% | -12.4% |
| All | +132.2% | +294.7% | -162.6% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling