+128.1%
DAL vs TT
+782.6%
-654.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +2.0% |
| 7D | +10.0% | +1.7% | +8.3% | +8.7% |
| 30D | +12.0% | -11.8% | +23.9% | +21.7% |
| 3M | +0.8% | -12.6% | +13.4% | +10.1% |
| 6M | +26.2% | -9.4% | +35.5% | +33.3% |
| YTD | +33.7% | +8.8% | +24.9% | +22.2% |
| 1Y | +57.6% | -2.5% | +60.1% | +55.9% |
| 3Y | +183.5% | +95.7% | +87.8% | +61.5% |
| 5Y | +114.2% | +135.7% | -21.6% | +1.3% |
| 10Y | +128.1% | +750.6% | -622.5% | -60.0% |
| All | +128.1% | +782.6% | -654.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling