+59.8%
DAL vs TLN
-1.4%
+61.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -2.0% |
| 7D | +2.3% | +15.9% | -13.6% | -0.9% |
| 30D | +14.3% | -0.3% | +14.6% | +13.9% |
| 3M | +1.3% | +5.8% | -4.5% | -1.0% |
| 6M | +29.3% | -1.2% | +30.5% | +26.0% |
| YTD | +33.0% | +1.0% | +32.0% | +26.6% |
| 1Y | +59.8% | +1.1% | +58.7% | +52.5% |
| All | +59.8% | -1.4% | +61.3% | +52.5% |
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