+142.1%
DAL vs TLN
+710.8%
-568.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.2% |
| 7D | -1.1% | +11.0% | -12.1% | -3.3% |
| 30D | +12.8% | +4.9% | +7.9% | +11.1% |
| 3M | -5.3% | +4.9% | -10.2% | -7.2% |
| 6M | +22.4% | +7.1% | +15.2% | +18.0% |
| YTD | +25.6% | +0.3% | +25.3% | +21.6% |
| 1Y | +45.5% | +5.9% | +39.6% | +39.0% |
| 3Y | +161.0% | +578.5% | -417.5% | +59.7% |
| All | +142.1% | +710.8% | -568.7% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling