+415.5%
DAL vs TTWO
+1,040.1%
-624.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.8% |
| 7D | +2.3% | +10.7% | -8.4% | -0.9% |
| 30D | +14.3% | +10.8% | +3.5% | +10.7% |
| 3M | +1.3% | -7.7% | +9.0% | +3.2% |
| 6M | +29.3% | +4.4% | +24.8% | +26.3% |
| YTD | +33.0% | -9.7% | +42.6% | +34.8% |
| 1Y | +59.8% | -3.9% | +63.7% | +59.2% |
| 3Y | +177.2% | +56.4% | +120.8% | +136.1% |
| 5Y | +118.4% | +24.6% | +93.8% | +93.3% |
| 10Y | +121.4% | +382.4% | -261.0% | +17.6% |
| All | +415.5% | +1,040.1% | -624.6% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling