+99.1%
DAL vs TDG
+135.7%
-36.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -0.5% |
| 7D | +3.4% | -0.9% | +4.3% | +4.1% |
| 30D | -13.6% | -6.5% | -7.0% | -9.2% |
| 3M | +1.2% | -5.1% | +6.3% | +4.9% |
| 6M | +34.5% | -11.5% | +46.0% | +46.2% |
| YTD | +14.7% | -13.9% | +28.6% | +25.8% |
| 1Y | +29.2% | -11.5% | +40.7% | +37.8% |
| 3Y | +100.0% | +53.7% | +46.3% | +28.3% |
| All | +99.1% | +135.7% | -36.6% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling