+104.3%
DAL vs TFC
+79.2%
+25.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.2% |
| 7D | -1.1% | +2.3% | -3.4% | -2.6% |
| 30D | +12.8% | +10.8% | +2.0% | +5.3% |
| 3M | -5.3% | -3.8% | -1.5% | -2.7% |
| 6M | +22.4% | +9.6% | +12.8% | +14.4% |
| YTD | +25.6% | +5.8% | +19.8% | +20.6% |
| 1Y | +45.5% | +16.2% | +29.3% | +31.1% |
| 3Y | +161.0% | +96.0% | +65.0% | +64.8% |
| 5Y | +112.2% | +1.7% | +110.5% | +102.6% |
| All | +104.3% | +79.2% | +25.1% | +28.1% |
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