+33.9%
DAL vs TXT
-1.0%
+34.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -4.8% | +4.9% | +2.8% |
| 30D | -13.9% | -10.6% | -3.3% | -8.7% |
| 3M | +1.1% | -13.2% | +14.3% | +8.1% |
| 6M | +26.2% | -20.3% | +46.6% | +41.6% |
| YTD | +16.4% | -9.3% | +25.7% | +18.7% |
| 1Y | +33.9% | -2.7% | +36.5% | +28.4% |
| All | +33.9% | -1.0% | +34.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling