+135.0%
DAL vs TDY
+455.3%
-320.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.9% |
| 7D | +0.8% | -1.8% | +2.6% | +2.1% |
| 30D | -11.7% | -13.8% | +2.0% | -1.7% |
| 3M | -2.7% | -3.9% | +1.1% | -0.1% |
| 6M | +30.7% | -9.0% | +39.7% | +39.0% |
| YTD | +14.4% | +16.5% | -2.2% | +0.5% |
| 1Y | +31.2% | +9.3% | +21.9% | +20.5% |
| 3Y | +99.4% | +45.1% | +54.3% | +48.1% |
| 5Y | +98.6% | +35.0% | +63.6% | +52.9% |
| 10Y | +135.0% | +469.0% | -334.0% | -14.1% |
| All | +135.0% | +455.3% | -320.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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