+126.4%
DAL vs TNA
+76.8%
+49.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +3.4% | +4.1% | -0.7% | +1.8% |
| 30D | -13.6% | -7.6% | -5.9% | -10.8% |
| 3M | +1.2% | +8.1% | -6.9% | -2.1% |
| 6M | +34.5% | +49.0% | -14.5% | +13.2% |
| YTD | +14.7% | +51.7% | -37.1% | -4.6% |
| 1Y | +29.2% | +59.6% | -30.4% | +4.1% |
| 3Y | +100.0% | +118.9% | -18.9% | +27.6% |
| 5Y | +106.3% | -19.2% | +125.5% | +71.0% |
| 10Y | +126.4% | +77.2% | +49.2% | +0.5% |
| All | +126.4% | +76.8% | +49.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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