+1,433.9%
DAL vs TNA
+831.3%
+602.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.6% | -4.3% | +1.6% |
| 7D | +10.0% | +2.3% | +7.8% | +8.8% |
| 30D | +12.0% | +1.4% | +10.7% | +11.1% |
| 3M | +0.8% | -21.1% | +21.9% | +9.6% |
| 6M | +26.2% | -9.4% | +35.6% | +29.5% |
| YTD | +33.7% | +29.6% | +4.1% | +18.7% |
| 1Y | +57.6% | +34.6% | +23.0% | +37.2% |
| 3Y | +183.5% | +155.9% | +27.6% | +76.2% |
| 5Y | +114.2% | -44.2% | +158.3% | +107.5% |
| 10Y | +128.1% | +63.7% | +64.4% | +12.9% |
| All | +1,433.9% | +831.3% | +602.6% | +109.1% |
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 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