+29.3%
DAL vs TTWO
+4.5%
+24.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.4% |
| 7D | +2.3% | +10.7% | -8.4% | +0.6% |
| 30D | +14.3% | +10.8% | +3.5% | +11.8% |
| 3M | +1.3% | -7.7% | +9.0% | +0.9% |
| 6M | +29.3% | +4.4% | +24.8% | +28.0% |
| All | +29.3% | +4.5% | +24.8% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling