+351.3%
DAL vs TDY
+1,245.3%
-894.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +0.1% | -1.8% | +1.9% | +1.4% |
| 30D | -13.9% | -10.7% | -3.2% | -7.2% |
| 3M | +1.1% | -1.3% | +2.4% | +1.8% |
| 6M | +26.2% | -10.6% | +36.8% | +35.4% |
| YTD | +16.4% | +19.6% | -3.1% | +2.0% |
| 1Y | +33.9% | +11.6% | +22.2% | +22.4% |
| 3Y | +93.4% | +45.2% | +48.2% | +48.1% |
| 5Y | +106.4% | +36.1% | +70.3% | +63.0% |
| 10Y | +143.0% | +458.8% | -315.9% | -22.0% |
| All | +351.3% | +1,245.3% | -894.1% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling