+179.0%
DAL vs TPG
+76.9%
+102.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +10.7% | +2.0% | +8.7% | +9.5% |
| 30D | +12.5% | +9.1% | +3.4% | +7.0% |
| 3M | +3.6% | +1.0% | +2.6% | +2.2% |
| 6M | +26.7% | +13.3% | +13.4% | +16.2% |
| YTD | +34.3% | -19.8% | +54.0% | +49.0% |
| 1Y | +59.1% | -6.2% | +65.4% | +59.9% |
| All | +179.0% | +76.9% | +102.0% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling