+98.5%
DAL vs TE
-25.4%
+123.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +0.1% | -4.0% | +4.1% | +0.5% |
| 30D | -13.9% | -15.9% | +2.0% | -12.7% |
| 3M | +1.1% | -60.5% | +61.6% | +8.5% |
| 6M | +26.2% | -35.2% | +61.5% | +27.1% |
| YTD | +16.4% | -31.1% | +47.6% | +15.4% |
| 1Y | +33.9% | +148.6% | -114.8% | +13.4% |
| All | +98.5% | -25.4% | +123.9% | +92.0% |
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