+351.3%
DAL vs TT
+2,056.8%
-1,705.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +0.1% | -0.2% | +0.4% | +0.3% |
| 30D | -13.9% | -7.4% | -6.5% | -9.5% |
| 3M | +1.1% | -3.2% | +4.3% | +2.8% |
| 6M | +26.2% | +1.1% | +25.1% | +24.2% |
| YTD | +16.4% | +15.6% | +0.8% | +4.3% |
| 1Y | +33.9% | +9.2% | +24.7% | +24.0% |
| 3Y | +93.4% | +124.4% | -31.0% | +8.9% |
| 5Y | +106.4% | +138.0% | -31.7% | +9.2% |
| 10Y | +143.0% | +886.4% | -743.4% | -47.8% |
| All | +351.3% | +2,056.8% | -1,705.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling