+179.9%
DAL vs TT
+94.9%
+85.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +10.7% | +0.8% | +9.9% | +10.2% |
| 30D | +12.5% | -11.8% | +24.3% | +20.1% |
| 3M | +3.6% | -11.6% | +15.2% | +10.4% |
| 6M | +26.7% | -9.3% | +36.0% | +32.3% |
| YTD | +34.3% | +8.9% | +25.4% | +24.6% |
| 1Y | +59.1% | -2.2% | +61.4% | +57.7% |
| 3Y | +179.9% | +91.9% | +88.0% | +88.4% |
| All | +179.9% | +94.9% | +85.0% | +88.4% |
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