+392.2%
DAL vs TSN
+305.6%
+86.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +8.8% | +4.6% | +4.2% | +6.6% |
| 30D | +5.4% | +15.4% | -10.0% | -1.4% |
| 3M | -4.9% | +2.9% | -7.8% | -6.6% |
| 6M | +19.8% | -10.8% | +30.6% | +25.4% |
| YTD | +27.0% | +4.5% | +22.5% | +22.2% |
| 1Y | +52.5% | +19.5% | +32.9% | +37.3% |
| 3Y | +173.8% | +42.2% | +131.6% | +120.3% |
| 5Y | +104.5% | -14.2% | +118.7% | +105.9% |
| 10Y | +129.7% | +15.4% | +114.4% | +91.6% |
| All | +392.2% | +305.6% | +86.6% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling