+46.8%
DAL vs TW
+211.4%
-164.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +3.4% | -3.5% | +6.9% | +4.2% |
| 30D | -13.6% | +0.5% | -14.1% | -13.7% |
| 3M | +1.2% | +4.9% | -3.7% | -0.7% |
| 6M | +34.5% | -17.1% | +51.6% | +39.7% |
| YTD | +14.7% | -3.9% | +18.5% | +14.1% |
| 1Y | +29.2% | -13.3% | +42.5% | +32.1% |
| 3Y | +100.0% | +20.9% | +79.1% | +81.1% |
| 5Y | +106.3% | +20.5% | +85.8% | +82.5% |
| All | +46.8% | +211.4% | -164.6% | +4.8% |
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