+102.9%
DAL vs TXG
-66.4%
+169.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | +8.8% | -15.4% | +24.2% | +12.5% |
| 30D | +5.4% | -22.1% | +27.5% | +10.3% |
| 3M | -4.9% | +30.0% | -34.9% | -13.8% |
| 6M | +19.8% | +160.7% | -140.8% | -10.0% |
| YTD | +27.0% | +263.5% | -236.5% | -13.5% |
| 1Y | +52.5% | +356.0% | -303.5% | -3.0% |
| 3Y | +173.8% | +53.4% | +120.5% | +104.1% |
| All | +102.9% | -66.4% | +169.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling