+118.1%
DAL vs TT
+744.7%
-626.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | 0.0% | -1.3% |
| 7D | +4.6% | -9.0% | +13.5% | +11.5% |
| 30D | +2.3% | -17.6% | +19.9% | +16.5% |
| 3M | -8.1% | -18.7% | +10.6% | +5.5% |
| 6M | +21.4% | -17.4% | +38.8% | +36.8% |
| YTD | +24.3% | +1.5% | +22.8% | +19.3% |
| 1Y | +47.4% | -9.4% | +56.8% | +53.4% |
| 3Y | +164.6% | +85.1% | +79.5% | +56.6% |
| 5Y | +100.2% | +125.7% | -25.5% | -2.7% |
| All | +118.1% | +744.7% | -626.6% | -60.1% |
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