+59.1%
DAL vs TTWO
-3.2%
+62.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.3% | -7.9% | -1.1% |
| 7D | +10.7% | +15.2% | -4.5% | +7.5% |
| 30D | +12.5% | +5.2% | +7.3% | +10.9% |
| 3M | +3.6% | -11.4% | +15.1% | +5.2% |
| 6M | +26.7% | +1.9% | +24.8% | +24.8% |
| YTD | +34.3% | -12.3% | +46.5% | +37.0% |
| 1Y | +59.1% | -4.0% | +63.2% | +56.5% |
| All | +59.1% | -3.2% | +62.3% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling