+105.0%
DAL vs TNA
+34.7%
+70.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.3% | -3.3% |
| 7D | +1.4% | +7.7% | -6.3% | -1.6% |
| 30D | +9.1% | -0.7% | +9.8% | +9.0% |
| 3M | -3.5% | -25.4% | +21.9% | +7.8% |
| 6M | +23.4% | -11.8% | +35.2% | +28.1% |
| YTD | +26.0% | +23.9% | +2.1% | +13.0% |
| 1Y | +44.6% | +25.6% | +19.1% | +28.4% |
| 3Y | +162.7% | +137.1% | +25.6% | +62.5% |
| 5Y | +113.0% | -45.4% | +158.4% | +107.0% |
| All | +105.0% | +34.7% | +70.3% | -3.8% |
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