+111.4%
DAL vs TSN
-14.8%
+126.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.1% | -1.4% | +0.4% | -0.7% |
| 30D | +12.8% | +8.5% | +4.4% | +10.4% |
| 3M | -5.3% | +5.3% | -10.6% | -6.8% |
| 6M | +22.4% | -10.5% | +32.9% | +25.8% |
| YTD | +25.6% | +3.0% | +22.7% | +23.4% |
| 1Y | +45.5% | +12.1% | +33.4% | +39.1% |
| 3Y | +161.0% | +43.1% | +117.8% | +122.2% |
| All | +111.4% | -14.8% | +126.3% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling