+47.4%
DAL vs TMF
-22.6%
+70.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | +4.6% | +2.7% | +1.8% | +3.1% |
| 30D | +2.3% | +19.3% | -17.0% | -6.7% |
| 3M | -8.1% | -3.7% | -4.4% | -5.9% |
| 6M | +21.4% | -11.3% | +32.7% | +29.2% |
| YTD | +24.3% | -16.6% | +40.9% | +35.4% |
| 1Y | +47.4% | -21.1% | +68.5% | +63.7% |
| All | +47.4% | -22.6% | +70.0% | +63.7% |
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