+1,357.0%
DAL vs TNA
+749.6%
+607.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.1% |
| 7D | +8.8% | -7.0% | +15.8% | +11.6% |
| 30D | +5.4% | -6.4% | +11.8% | +7.8% |
| 3M | -4.9% | -25.7% | +20.7% | +5.8% |
| 6M | +19.8% | -19.7% | +39.6% | +28.7% |
| YTD | +27.0% | +18.3% | +8.7% | +16.8% |
| 1Y | +52.5% | +24.6% | +27.9% | +36.8% |
| 3Y | +173.8% | +112.8% | +61.0% | +82.3% |
| 5Y | +104.5% | -49.5% | +154.1% | +105.9% |
| 10Y | +129.7% | +76.4% | +53.4% | +10.9% |
| All | +1,357.0% | +749.6% | +607.5% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling