+132.2%
DAL vs TSN
-11.8%
+144.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +0.1% | -6.3% | +6.4% | +2.7% |
| 30D | -13.9% | -10.8% | -3.1% | -9.9% |
| 3M | +1.1% | -8.8% | +9.8% | +4.5% |
| 6M | +26.2% | -16.8% | +43.1% | +35.2% |
| YTD | +16.4% | -10.0% | +26.4% | +19.9% |
| 1Y | +33.9% | -5.3% | +39.1% | +34.1% |
| 3Y | +93.4% | +8.5% | +84.9% | +77.0% |
| 5Y | +106.4% | -22.9% | +129.3% | +118.8% |
| All | +132.2% | -11.8% | +144.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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