+121.4%
DAL vs TSN
+17.5%
+103.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +14.3% | +11.8% | +2.6% | +9.0% |
| 3M | +1.3% | +7.1% | -5.8% | -2.0% |
| 6M | +29.3% | -9.2% | +38.4% | +33.9% |
| YTD | +33.0% | +4.8% | +28.2% | +28.2% |
| 1Y | +59.8% | +11.6% | +48.2% | +49.5% |
| 3Y | +177.2% | +41.5% | +135.7% | +124.4% |
| 5Y | +118.4% | -15.5% | +133.9% | +124.3% |
| 10Y | +121.4% | +16.9% | +104.6% | +97.9% |
| All | +121.4% | +17.5% | +103.9% | +97.9% |
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