+126.4%
DAL vs TRI
+190.0%
-63.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | +0.7% |
| 7D | +3.4% | -7.1% | +10.5% | +5.8% |
| 30D | -13.6% | -2.3% | -11.2% | -13.4% |
| 3M | +1.2% | +19.6% | -18.4% | -7.4% |
| 6M | +34.5% | -8.7% | +43.2% | +35.8% |
| YTD | +14.7% | -22.3% | +36.9% | +23.8% |
| 1Y | +29.2% | -40.7% | +69.9% | +59.8% |
| 3Y | +100.0% | -17.8% | +117.7% | +97.8% |
| 5Y | +106.3% | -8.5% | +114.8% | +87.3% |
| 10Y | +126.4% | +192.6% | -66.2% | +9.0% |
| All | +126.4% | +190.0% | -63.6% | +9.0% |
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