+128.1%
DAL vs TMF
-83.0%
+211.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +10.0% | +0.6% | +9.4% | +10.1% |
| 30D | +12.0% | +16.3% | -4.3% | +13.2% |
| 3M | +0.8% | -2.7% | +3.5% | +0.6% |
| 6M | +26.2% | -13.2% | +39.4% | +24.7% |
| YTD | +33.7% | -16.7% | +50.4% | +31.7% |
| 1Y | +57.6% | -22.7% | +80.3% | +54.2% |
| 3Y | +183.5% | -26.1% | +209.6% | +180.8% |
| 5Y | +114.2% | -88.4% | +202.6% | +58.7% |
| 10Y | +128.1% | -81.8% | +210.0% | +101.0% |
| All | +128.1% | -83.0% | +211.1% | +101.0% |
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 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