+135.0%
DAL vs TTWO
+390.3%
-255.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | -11.7% | -16.7% | +5.0% | -7.9% |
| 3M | -2.7% | -0.4% | -2.3% | -3.0% |
| 6M | +30.7% | -1.6% | +32.3% | +30.2% |
| YTD | +14.4% | -17.5% | +31.9% | +18.6% |
| 1Y | +31.2% | -14.8% | +46.0% | +34.8% |
| 3Y | +99.4% | +47.9% | +51.6% | +78.7% |
| 5Y | +98.6% | +34.5% | +64.1% | +76.4% |
| 10Y | +135.0% | +394.0% | -259.0% | +53.6% |
| All | +135.0% | +390.3% | -255.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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