+135.0%
DAL vs TDG
+529.3%
-394.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.8% |
| 7D | +0.8% | -2.4% | +3.2% | +2.4% |
| 30D | -11.7% | -8.0% | -3.7% | -6.7% |
| 3M | -2.7% | -10.5% | +7.7% | +4.5% |
| 6M | +30.7% | -11.9% | +42.6% | +41.6% |
| YTD | +14.4% | -15.4% | +29.7% | +26.3% |
| 1Y | +31.2% | -14.2% | +45.4% | +42.7% |
| 3Y | +99.4% | +51.0% | +48.4% | +44.5% |
| 5Y | +98.6% | +126.5% | -27.9% | +10.2% |
| 10Y | +135.0% | +535.6% | -400.6% | -10.2% |
| All | +135.0% | +529.3% | -394.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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