+52.5%
DAL vs TLN
-13.3%
+65.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.7% |
| 7D | +8.8% | -1.3% | +10.1% | +8.6% |
| 30D | +5.4% | -10.5% | +15.9% | +7.5% |
| 3M | -4.9% | +0.1% | -5.0% | -6.2% |
| 6M | +19.8% | -17.4% | +37.2% | +21.9% |
| YTD | +27.0% | -9.7% | +36.6% | +23.8% |
| 1Y | +52.5% | -12.3% | +64.7% | +48.9% |
| All | +52.5% | -13.3% | +65.7% | +48.9% |
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