+62.1%
DAL vs TE
-76.6%
+138.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.2% | +5.6% |
| 7D | +10.0% | -10.5% | +20.6% | +11.2% |
| 30D | +12.0% | -32.4% | +44.5% | +16.4% |
| 3M | +0.8% | -60.9% | +61.6% | +10.6% |
| 6M | +26.2% | -62.8% | +89.0% | +35.6% |
| YTD | +33.7% | -65.7% | +99.4% | +41.4% |
| 1Y | +57.6% | -39.9% | +97.5% | +53.6% |
| 3Y | +183.5% | +10.6% | +172.8% | +120.8% |
| 5Y | +114.2% | -79.7% | +193.8% | +99.3% |
| All | +62.1% | -76.6% | +138.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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