+128.1%
DAL vs TRI
+225.4%
-97.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +6.5% |
| 7D | +10.0% | -11.4% | +21.4% | +14.0% |
| 30D | +12.0% | +4.9% | +7.1% | +9.6% |
| 3M | +0.8% | +7.0% | -6.3% | -3.0% |
| 6M | +26.2% | +18.2% | +8.0% | +14.7% |
| YTD | +33.7% | -14.8% | +48.5% | +38.6% |
| 1Y | +57.6% | -18.0% | +75.5% | +66.5% |
| 3Y | +183.5% | -12.0% | +195.4% | +173.4% |
| 5Y | +114.2% | -0.8% | +115.0% | +88.7% |
| 10Y | +128.1% | +220.1% | -92.0% | +6.1% |
| All | +128.1% | +225.4% | -97.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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