+139.6%
DAL vs TLN
+581.9%
-442.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.7% |
| 7D | +4.6% | -9.4% | +13.9% | +6.4% |
| 30D | +2.3% | -15.2% | +17.6% | +5.5% |
| 3M | -8.1% | -4.1% | -4.0% | -8.3% |
| 6M | +21.4% | -17.8% | +39.3% | +24.0% |
| YTD | +24.3% | -15.6% | +39.9% | +25.0% |
| 1Y | +47.4% | -21.6% | +69.0% | +50.0% |
| 3Y | +164.6% | +497.6% | -332.9% | +64.7% |
| All | +139.6% | +581.9% | -442.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling