+71.9%
DAL vs TW
+291.9%
-220.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | +10.7% | +3.1% | +7.6% | +10.0% |
| 30D | +12.5% | +16.7% | -4.2% | +8.6% |
| 3M | +3.6% | +25.2% | -21.5% | -1.8% |
| 6M | +26.7% | +19.5% | +7.3% | +20.6% |
| YTD | +34.3% | +21.0% | +13.3% | +26.5% |
| 1Y | +59.1% | +19.0% | +40.2% | +50.5% |
| 3Y | +179.9% | +40.7% | +139.2% | +146.1% |
| 5Y | +119.1% | +40.1% | +79.0% | +87.5% |
| All | +71.9% | +291.9% | -220.0% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling