+176.3%
DAL vs TE
+22.4%
+153.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | +2.3% | -22.0% | +24.3% | +4.6% |
| 30D | +14.3% | -33.6% | +48.0% | +18.3% |
| 3M | +1.3% | -61.1% | +62.4% | +9.7% |
| 6M | +29.3% | -64.7% | +94.0% | +38.3% |
| YTD | +33.0% | -68.1% | +101.1% | +40.8% |
| 1Y | +59.8% | -51.7% | +111.5% | +60.5% |
| All | +176.3% | +22.4% | +153.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling