+173.8%
DAL vs TPR
+407.4%
-233.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +8.8% | +14.2% | -5.4% | +2.5% |
| 30D | +5.4% | +17.1% | -11.7% | -1.9% |
| 3M | -4.9% | -17.7% | +12.8% | +2.0% |
| 6M | +19.8% | -10.2% | +30.0% | +22.4% |
| YTD | +27.0% | +4.9% | +22.1% | +20.5% |
| 1Y | +52.5% | +36.1% | +16.3% | +27.7% |
| 3Y | +173.8% | +416.5% | -242.6% | +27.8% |
| All | +173.8% | +407.4% | -233.6% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling