+173.8%
DAL vs TSN
+42.3%
+131.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +8.8% | +4.6% | +4.2% | +7.9% |
| 30D | +5.4% | +15.4% | -10.0% | +2.8% |
| 3M | -4.9% | +2.9% | -7.8% | -5.5% |
| 6M | +19.8% | -10.8% | +30.6% | +21.9% |
| YTD | +27.0% | +4.5% | +22.5% | +25.3% |
| 1Y | +52.5% | +19.5% | +32.9% | +46.1% |
| 3Y | +173.8% | +42.2% | +131.6% | +142.8% |
| All | +173.8% | +42.3% | +131.5% | +142.8% |
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