+49.1%
DAL vs TW
+221.1%
-172.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +0.1% | -2.3% | +2.5% | +0.7% |
| 30D | -13.9% | +3.9% | -17.9% | -14.7% |
| 3M | +1.1% | +5.7% | -4.6% | -0.9% |
| 6M | +26.2% | -14.5% | +40.8% | +30.2% |
| YTD | +16.4% | -0.9% | +17.3% | +15.0% |
| 1Y | +33.9% | -13.5% | +47.4% | +37.1% |
| 3Y | +93.4% | +25.0% | +68.4% | +73.7% |
| 5Y | +106.4% | +22.7% | +83.7% | +81.8% |
| All | +49.1% | +221.1% | -172.0% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling