+84.2%
DAL vs TEM
+90.1%
-5.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +1.0% |
| 7D | +8.8% | +5.3% | +3.5% | +7.9% |
| 30D | +5.4% | +8.1% | -2.7% | +3.9% |
| 3M | -4.9% | +64.9% | -69.8% | -13.5% |
| 6M | +19.8% | +42.1% | -22.3% | +10.6% |
| YTD | +27.0% | +28.8% | -1.8% | +17.9% |
| 1Y | +52.5% | +5.5% | +47.0% | +45.8% |
| All | +84.2% | +90.1% | -5.9% | +53.0% |
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