+161.0%
DAL vs TNA
+138.6%
+22.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.1% | +3.7% | -4.8% | -2.6% |
| 30D | +12.8% | +4.4% | +8.5% | +10.4% |
| 3M | -5.3% | -26.7% | +21.4% | +7.0% |
| 6M | +22.4% | -12.8% | +35.2% | +27.7% |
| YTD | +25.6% | +22.7% | +2.9% | +12.8% |
| 1Y | +45.5% | +35.7% | +9.8% | +25.1% |
| 3Y | +161.0% | +134.6% | +26.4% | +77.1% |
| All | +161.0% | +138.6% | +22.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling