+168.1%
DAL vs TT
+85.3%
+82.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | 0.0% | -2.0% |
| 7D | +4.6% | -9.0% | +13.5% | +9.9% |
| 30D | +2.3% | -17.6% | +19.9% | +13.3% |
| 3M | -8.1% | -18.7% | +10.6% | +2.5% |
| 6M | +21.4% | -17.4% | +38.8% | +33.4% |
| YTD | +24.3% | +1.5% | +22.8% | +19.8% |
| 1Y | +47.4% | -9.4% | +56.8% | +52.2% |
| All | +168.1% | +85.3% | +82.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling