+381.8%
DAL vs TFC
+146.7%
+235.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.0% |
| 7D | +4.6% | +1.1% | +3.5% | +4.0% |
| 30D | +2.3% | +7.8% | -5.4% | -2.5% |
| 3M | -8.1% | -4.8% | -3.3% | -5.0% |
| 6M | +21.4% | +1.8% | +19.6% | +19.6% |
| YTD | +24.3% | +4.4% | +19.9% | +20.6% |
| 1Y | +47.4% | +18.0% | +29.4% | +32.1% |
| 3Y | +164.6% | +85.2% | +79.4% | +76.4% |
| 5Y | +100.2% | -1.4% | +101.6% | +92.6% |
| 10Y | +124.9% | +95.7% | +29.2% | +32.4% |
| All | +381.8% | +146.7% | +235.1% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling