+105.0%
DAL vs TTWO
+368.7%
-263.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.8% |
| 7D | +1.4% | +6.4% | -5.0% | -0.2% |
| 30D | +9.1% | +13.3% | -4.2% | +5.7% |
| 3M | -3.5% | -6.6% | +3.1% | -2.3% |
| 6M | +23.4% | +0.4% | +23.0% | +22.3% |
| YTD | +26.0% | -11.4% | +37.4% | +28.2% |
| 1Y | +44.6% | -5.6% | +50.2% | +44.8% |
| 3Y | +162.7% | +53.5% | +109.2% | +132.1% |
| 5Y | +113.0% | +20.8% | +92.1% | +91.5% |
| All | +105.0% | +368.7% | -263.7% | +15.4% |
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