+415.5%
DAL vs TDY
+1,334.5%
-919.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.5% |
| 7D | +2.3% | +3.0% | -0.7% | +0.3% |
| 30D | +14.3% | +6.1% | +8.2% | +9.4% |
| 3M | +1.3% | -4.5% | +5.8% | +3.9% |
| 6M | +29.3% | +2.9% | +26.3% | +25.8% |
| YTD | +33.0% | +27.5% | +5.5% | +11.0% |
| 1Y | +59.8% | +26.5% | +33.4% | +34.1% |
| 3Y | +177.2% | +70.1% | +107.1% | +90.1% |
| 5Y | +118.4% | +46.8% | +71.6% | +63.5% |
| 10Y | +121.4% | +447.2% | -325.8% | -28.4% |
| All | +415.5% | +1,334.5% | -919.0% | -13.9% |
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