+114.2%
DAL vs TFC
-0.4%
+114.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.0% |
| 7D | +10.0% | +0.3% | +9.7% | +10.0% |
| 30D | +12.0% | +9.2% | +2.9% | +5.9% |
| 3M | +0.8% | -2.9% | +3.7% | +2.8% |
| 6M | +26.2% | +3.5% | +22.7% | +22.9% |
| YTD | +33.7% | +5.4% | +28.3% | +28.9% |
| 1Y | +57.6% | +17.3% | +40.3% | +41.9% |
| 3Y | +183.5% | +96.7% | +86.8% | +89.5% |
| 5Y | +114.2% | -1.1% | +115.3% | +138.4% |
| All | +114.2% | -0.4% | +114.6% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling