+121.4%
DAL vs TDG
+579.3%
-457.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -2.0% |
| 7D | +2.3% | +2.3% | 0.0% | +0.9% |
| 30D | +14.3% | +11.2% | +3.1% | +6.7% |
| 3M | +1.3% | +0.2% | +1.1% | +1.1% |
| 6M | +29.3% | +3.9% | +25.4% | +26.0% |
| YTD | +33.0% | -6.4% | +39.4% | +37.4% |
| 1Y | +59.8% | -3.8% | +63.6% | +62.0% |
| 3Y | +177.2% | +46.8% | +130.4% | +106.2% |
| 5Y | +118.4% | +128.3% | -9.9% | +20.0% |
| 10Y | +121.4% | +569.3% | -447.9% | -17.8% |
| All | +121.4% | +579.3% | -457.9% | -17.8% |
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