+183.5%
DAL vs TDG
+50.9%
+132.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.2% |
| 7D | +10.0% | +0.4% | +9.6% | +9.9% |
| 30D | +12.0% | +10.0% | +2.0% | +6.0% |
| 3M | +0.8% | -0.5% | +1.3% | +1.1% |
| 6M | +26.2% | +0.3% | +25.9% | +25.9% |
| YTD | +33.7% | -8.3% | +42.0% | +38.4% |
| 1Y | +57.6% | -5.1% | +62.7% | +59.7% |
| 3Y | +183.5% | +46.5% | +136.9% | +120.5% |
| All | +183.5% | +50.9% | +132.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling