+99.6%
DAL vs TPG
+74.1%
+25.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | -0.3% | -9.4% | +9.1% | +4.9% |
| 30D | -11.1% | -5.3% | -5.9% | -9.0% |
| 3M | -2.1% | +12.9% | -15.0% | -9.3% |
| 6M | +35.8% | +20.1% | +15.7% | +21.2% |
| YTD | +16.0% | -22.5% | +38.5% | +30.1% |
| 1Y | +33.7% | -19.7% | +53.3% | +46.3% |
| 3Y | +102.3% | +81.2% | +21.1% | +42.0% |
| All | +99.6% | +74.1% | +25.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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