+82.2%
DAL vs TEM
+79.0%
+3.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.3% | +0.5% |
| 7D | -1.1% | -5.9% | +4.8% | -0.3% |
| 30D | +12.8% | +4.8% | +8.0% | +11.8% |
| 3M | -5.3% | +31.9% | -37.2% | -10.7% |
| 6M | +22.4% | +56.0% | -33.6% | +11.2% |
| YTD | +25.6% | +21.3% | +4.4% | +17.6% |
| 1Y | +45.5% | +5.4% | +40.1% | +39.1% |
| All | +82.2% | +79.0% | +3.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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