+105.8%
DAL vs TPR
+239.8%
-134.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -2.3% | +2.4% | +1.2% |
| 30D | -13.9% | -23.0% | +9.0% | -4.0% |
| 3M | +1.1% | -12.5% | +13.5% | +5.9% |
| 6M | +26.2% | -21.4% | +47.7% | +38.5% |
| YTD | +16.4% | -3.5% | +19.9% | +15.3% |
| 1Y | +33.9% | +17.4% | +16.5% | +19.3% |
| 3Y | +93.4% | +291.3% | -197.9% | -8.1% |
| All | +105.8% | +239.8% | -134.0% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling