+125.6%
DAL vs TTWO
+354.2%
-228.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.3% | -7.9% | -1.5% |
| 7D | +10.7% | +15.2% | -4.5% | +6.9% |
| 30D | +12.5% | +5.2% | +7.3% | +11.0% |
| 3M | +3.6% | -11.4% | +15.1% | +6.3% |
| 6M | +26.7% | +1.9% | +24.8% | +25.1% |
| YTD | +34.3% | -12.3% | +46.5% | +36.9% |
| 1Y | +59.1% | -4.0% | +63.2% | +58.6% |
| 3Y | +179.9% | +51.9% | +128.0% | +148.0% |
| 5Y | +119.1% | +22.9% | +96.2% | +96.6% |
| 10Y | +125.6% | +378.6% | -252.9% | +32.7% |
| All | +125.6% | +354.2% | -228.6% | +32.7% |
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