+403.7%
DAL vs TPR
+302.2%
+101.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.5% | +3.6% | +5.3% |
| 7D | +11.1% | +12.6% | -1.6% | +4.5% |
| 30D | +7.7% | +7.1% | +0.6% | +3.9% |
| 3M | -3.5% | -19.4% | +15.8% | +5.8% |
| 6M | +31.3% | -9.7% | +41.0% | +34.8% |
| YTD | +30.0% | -1.0% | +31.0% | +26.7% |
| 1Y | +62.1% | +19.3% | +42.8% | +42.7% |
| 3Y | +176.6% | +379.0% | -202.3% | +13.0% |
| 5Y | +126.2% | +239.1% | -112.9% | +5.6% |
| 10Y | +135.1% | +364.0% | -228.9% | -24.0% |
| All | +403.7% | +302.2% | +101.5% | +8.6% |
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