+62.1%
DAL vs TMF
-23.9%
+86.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.7% | +5.9% |
| 7D | +11.1% | +4.0% | +7.1% | +9.0% |
| 30D | +7.7% | +19.5% | -11.7% | -1.2% |
| 3M | -3.5% | -3.5% | 0.0% | -1.5% |
| 6M | +31.3% | -10.6% | +41.9% | +38.9% |
| YTD | +30.0% | -17.1% | +47.0% | +41.1% |
| 1Y | +62.1% | -24.3% | +86.3% | +77.0% |
| All | +62.1% | -23.9% | +86.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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