+161.0%
DAL vs TSN
+41.9%
+119.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.1% | -1.4% | +0.4% | -0.8% |
| 30D | +12.8% | +8.5% | +4.4% | +11.3% |
| 3M | -5.3% | +5.3% | -10.6% | -6.2% |
| 6M | +22.4% | -10.5% | +32.9% | +24.5% |
| YTD | +25.6% | +3.0% | +22.7% | +24.3% |
| 1Y | +45.5% | +12.1% | +33.4% | +41.3% |
| 3Y | +161.0% | +43.1% | +117.8% | +127.6% |
| All | +161.0% | +41.9% | +119.0% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling