+161.0%
DAL vs TXG
+65.2%
+95.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +12.8% | -20.4% | +33.2% | +17.5% |
| 3M | -5.3% | +0.1% | -5.3% | -8.1% |
| 6M | +22.4% | +176.2% | -153.8% | -10.7% |
| YTD | +25.6% | +256.8% | -231.2% | -15.7% |
| 1Y | +45.5% | +255.9% | -210.4% | -2.9% |
| 3Y | +161.0% | +60.2% | +100.7% | +78.0% |
| All | +161.0% | +65.2% | +95.7% | +78.0% |
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