+100.0%
DAL vs TW
+21.9%
+78.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.3% |
| 7D | +3.4% | -3.5% | +6.9% | +3.6% |
| 30D | -13.6% | +0.5% | -14.1% | -13.6% |
| 3M | +1.2% | +4.9% | -3.7% | +0.6% |
| 6M | +34.5% | -17.1% | +51.6% | +37.6% |
| YTD | +14.7% | -3.9% | +18.5% | +14.5% |
| 1Y | +29.2% | -13.3% | +42.5% | +31.2% |
| 3Y | +100.0% | +20.9% | +79.1% | +85.9% |
| All | +100.0% | +21.9% | +78.1% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling