+145.3%
DAL vs TFC
+102.1%
+43.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | +2.4% | -2.3% | -1.5% |
| 30D | -13.9% | -1.3% | -12.6% | -13.1% |
| 3M | +1.1% | +6.1% | -5.0% | -3.3% |
| 6M | +26.2% | +7.3% | +18.9% | +19.6% |
| YTD | +16.4% | +8.2% | +8.2% | +10.0% |
| 1Y | +33.9% | +14.4% | +19.4% | +21.6% |
| 3Y | +93.4% | +93.7% | -0.3% | +22.4% |
| 5Y | +106.4% | +16.4% | +90.0% | +78.5% |
| All | +145.3% | +102.1% | +43.2% | +37.4% |
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