+59.8%
DAL vs TW
+19.9%
+40.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.9% |
| 7D | +2.3% | +2.8% | -0.5% | +2.7% |
| 30D | +14.3% | +18.1% | -3.7% | +16.8% |
| 3M | +1.3% | +25.2% | -23.9% | +4.4% |
| 6M | +29.3% | +19.1% | +10.2% | +33.1% |
| YTD | +33.0% | +21.9% | +11.1% | +38.2% |
| 1Y | +59.8% | +18.9% | +40.9% | +68.1% |
| All | +59.8% | +19.9% | +40.0% | +68.1% |
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