+173.8%
DAL vs TSLQ
-96.3%
+270.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.4% | +10.5% | +1.0% |
| 7D | +8.8% | +19.7% | -10.9% | +12.1% |
| 30D | +5.4% | +4.1% | +1.3% | +6.9% |
| 3M | -4.9% | -30.9% | +25.9% | -8.5% |
| 6M | +19.8% | -13.6% | +33.5% | +22.1% |
| YTD | +27.0% | -2.6% | +29.6% | +34.0% |
| 1Y | +52.5% | -10.4% | +62.9% | +60.2% |
| 3Y | +173.8% | -96.4% | +270.2% | +139.8% |
| All | +173.8% | -96.3% | +270.2% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling