+381.8%
DAL vs TPR
+330.6%
+51.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.1% | -11.4% | -8.0% |
| 7D | +4.6% | +13.9% | -9.3% | -2.4% |
| 30D | +2.3% | +14.9% | -12.6% | -5.1% |
| 3M | -8.1% | -15.4% | +7.3% | -2.0% |
| 6M | +21.4% | -4.5% | +25.9% | +20.7% |
| YTD | +24.3% | +6.0% | +18.3% | +16.7% |
| 1Y | +47.4% | +24.3% | +23.1% | +26.6% |
| 3Y | +164.6% | +412.8% | -248.2% | +4.0% |
| 5Y | +100.2% | +258.4% | -158.2% | -9.5% |
| 10Y | +124.9% | +396.8% | -271.9% | -30.1% |
| All | +381.8% | +330.6% | +51.2% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling