+94.0%
DAL vs TEM
+111.1%
-17.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.0% | -5.8% | +3.7% |
| 7D | +10.0% | +7.6% | +2.5% | +8.8% |
| 30D | +12.0% | +19.0% | -7.0% | +8.9% |
| 3M | +0.8% | +62.2% | -61.4% | -7.8% |
| 6M | +26.2% | +69.4% | -43.2% | +13.5% |
| YTD | +33.7% | +43.0% | -9.3% | +22.2% |
| 1Y | +57.6% | +18.0% | +39.6% | +48.3% |
| All | +94.0% | +111.1% | -17.1% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling