+118.1%
DAL vs TMF
-84.4%
+202.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.3% |
| 7D | +4.6% | +2.7% | +1.8% | +4.7% |
| 30D | +2.3% | +19.3% | -17.0% | +3.6% |
| 3M | -8.1% | -3.7% | -4.4% | -8.3% |
| 6M | +21.4% | -11.3% | +32.7% | +20.2% |
| YTD | +24.3% | -16.6% | +40.9% | +22.5% |
| 1Y | +47.4% | -21.1% | +68.5% | +44.5% |
| 3Y | +164.6% | -26.8% | +191.4% | +161.8% |
| 5Y | +100.2% | -88.0% | +188.3% | +49.6% |
| All | +118.1% | -84.4% | +202.5% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling