+1,235.8%
DAL vs TNA
+1,004.3%
+231.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -13.9% | -4.9% | -9.0% | -12.4% |
| 3M | +1.1% | +0.4% | +0.7% | +0.4% |
| 6M | +26.2% | +32.5% | -6.3% | +12.1% |
| YTD | +16.4% | +53.7% | -37.3% | -2.6% |
| 1Y | +33.9% | +65.1% | -31.3% | +7.8% |
| 3Y | +93.4% | +98.4% | -5.1% | +31.6% |
| 5Y | +106.4% | -22.5% | +128.8% | +76.4% |
| 10Y | +143.0% | +82.5% | +60.4% | +15.1% |
| All | +1,235.8% | +1,004.3% | +231.5% | +71.6% |
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