+157.7%
DAL vs TLN
+683.0%
-525.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.2% | -2.0% | +3.7% |
| 7D | +10.0% | +9.1% | +1.0% | +7.7% |
| 30D | +12.0% | -4.1% | +16.1% | +12.6% |
| 3M | +0.8% | +4.4% | -3.6% | -1.2% |
| 6M | +26.2% | -6.0% | +32.2% | +25.3% |
| YTD | +33.7% | -3.1% | +36.8% | +30.5% |
| 1Y | +57.6% | -6.1% | +63.6% | +54.4% |
| 3Y | +183.5% | +575.3% | -391.9% | +72.5% |
| All | +157.7% | +683.0% | -525.3% | +51.7% |
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