+62.1%
DAL vs TLN
-17.6%
+79.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -8.5% | +15.7% | +8.9% |
| 7D | +11.1% | -6.0% | +17.1% | +12.1% |
| 30D | +7.7% | -1.5% | +9.3% | +7.0% |
| 3M | -3.5% | -3.9% | +0.4% | -4.0% |
| 6M | +31.3% | -15.0% | +46.4% | +32.2% |
| YTD | +30.0% | -12.8% | +42.8% | +27.7% |
| 1Y | +62.1% | -17.3% | +79.4% | +60.8% |
| All | +62.1% | -17.6% | +79.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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