+100.0%
DAL vs TDY
+47.5%
+52.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | +3.4% | -0.9% | +4.3% | +4.0% |
| 30D | -13.6% | -12.5% | -1.1% | -5.1% |
| 3M | +1.2% | -1.2% | +2.4% | +1.9% |
| 6M | +34.5% | -6.6% | +41.1% | +40.1% |
| YTD | +14.7% | +18.5% | -3.8% | -1.2% |
| 1Y | +29.2% | +10.8% | +18.5% | +16.9% |
| 3Y | +100.0% | +47.5% | +52.5% | +42.0% |
| All | +100.0% | +47.5% | +52.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling