+122.8%
DAL vs TFC
+90.2%
+32.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +8.8% | +1.2% | +7.6% | +8.0% |
| 30D | +5.4% | +8.3% | -2.9% | -0.2% |
| 3M | -4.9% | -5.2% | +0.2% | -1.4% |
| 6M | +19.8% | -0.8% | +20.6% | +20.0% |
| YTD | +27.0% | +3.4% | +23.5% | +23.8% |
| 1Y | +52.5% | +17.0% | +35.4% | +36.7% |
| 3Y | +173.8% | +86.2% | +87.7% | +79.0% |
| 5Y | +104.5% | -2.3% | +106.8% | +100.7% |
| All | +122.8% | +90.2% | +32.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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