+52.5%
DAL vs TFC
+17.2%
+35.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | +8.8% | +1.2% | +7.6% | +7.9% |
| 30D | +5.4% | +8.3% | -2.9% | -1.0% |
| 3M | -4.9% | -5.2% | +0.2% | -0.7% |
| 6M | +19.8% | -0.8% | +20.6% | +19.8% |
| YTD | +27.0% | +3.4% | +23.5% | +20.3% |
| 1Y | +52.5% | +17.0% | +35.4% | +18.7% |
| All | +52.5% | +17.2% | +35.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling