+168.1%
DAL vs TSN
+43.3%
+124.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | +4.6% | +6.9% | -2.3% | +3.3% |
| 30D | +2.3% | +15.7% | -13.3% | -0.2% |
| 3M | -8.1% | +4.3% | -12.4% | -8.8% |
| 6M | +21.4% | -10.6% | +32.0% | +23.5% |
| YTD | +24.3% | +5.2% | +19.1% | +22.5% |
| 1Y | +47.4% | +18.7% | +28.7% | +41.5% |
| All | +168.1% | +43.3% | +124.7% | +137.4% |
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