+101.5%
DAL vs TXG
+21.6%
+79.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -13.9% | +32.0% | -45.9% | -20.5% |
| 3M | +1.1% | +87.0% | -85.9% | -15.8% |
| 6M | +26.2% | +180.1% | -153.8% | -6.6% |
| YTD | +16.4% | +284.1% | -267.7% | -21.5% |
| 1Y | +33.9% | +361.7% | -327.8% | -16.0% |
| All | +101.5% | +21.6% | +79.9% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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