+62.1%
DAL vs TW
+20.8%
+41.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.1% | +7.3% |
| 7D | +11.1% | +6.0% | +5.1% | +11.9% |
| 30D | +7.7% | +18.6% | -10.8% | +10.2% |
| 3M | -3.5% | +26.5% | -30.1% | -0.3% |
| 6M | +31.3% | +13.1% | +18.2% | +34.8% |
| YTD | +30.0% | +18.5% | +11.4% | +34.6% |
| 1Y | +62.1% | +21.7% | +40.4% | +68.2% |
| All | +62.1% | +20.8% | +41.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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