+122.8%
DAL vs TMF
-84.4%
+207.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.1% |
| 7D | +8.8% | +1.2% | +7.6% | +8.9% |
| 30D | +5.4% | +19.7% | -14.3% | +6.7% |
| 3M | -4.9% | -2.1% | -2.8% | -5.1% |
| 6M | +19.8% | -13.4% | +33.3% | +18.4% |
| YTD | +27.0% | -16.7% | +43.7% | +25.1% |
| 1Y | +52.5% | -23.3% | +75.8% | +49.0% |
| 3Y | +173.8% | -24.8% | +198.7% | +171.8% |
| 5Y | +104.5% | -88.0% | +192.6% | +52.8% |
| All | +122.8% | -84.4% | +207.2% | +91.5% |
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