+118.1%
DAL vs TPR
+388.4%
-270.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.1% | -11.4% | -7.6% |
| 7D | +4.6% | +13.9% | -9.3% | -1.8% |
| 30D | +2.3% | +14.9% | -12.6% | -4.5% |
| 3M | -8.1% | -15.4% | +7.3% | -2.5% |
| 6M | +21.4% | -4.5% | +25.9% | +20.8% |
| YTD | +24.3% | +6.0% | +18.3% | +17.4% |
| 1Y | +47.4% | +24.3% | +23.1% | +28.4% |
| 3Y | +164.6% | +412.8% | -248.2% | +13.6% |
| 5Y | +100.2% | +258.4% | -158.2% | -2.1% |
| All | +118.1% | +388.4% | -270.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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