+145.3%
DAL vs TMF
-86.8%
+232.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +0.1% | -1.4% | +1.6% | 0.0% |
| 30D | -13.9% | -2.8% | -11.1% | -14.1% |
| 3M | +1.1% | -10.9% | +12.0% | +0.2% |
| 6M | +26.2% | -21.3% | +47.6% | +23.7% |
| YTD | +16.4% | -15.9% | +32.3% | +14.8% |
| 1Y | +33.9% | -15.7% | +49.6% | +32.1% |
| 3Y | +93.4% | -43.4% | +136.7% | +85.6% |
| 5Y | +106.4% | -87.8% | +194.1% | +56.2% |
| All | +145.3% | -86.8% | +232.1% | +125.2% |
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