+124.4%
DAL vs TLN
+583.6%
-459.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.0% |
| 7D | +0.1% | +7.1% | -6.9% | -1.4% |
| 30D | -13.9% | -3.9% | -10.0% | -13.3% |
| 3M | +1.1% | -16.2% | +17.2% | +4.1% |
| 6M | +26.2% | -5.8% | +32.1% | +25.8% |
| YTD | +16.4% | -15.4% | +31.9% | +18.2% |
| 1Y | +33.9% | -16.7% | +50.5% | +35.7% |
| 3Y | +93.4% | +473.8% | -380.4% | +24.0% |
| All | +124.4% | +583.6% | -459.1% | +37.3% |
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