+381.8%
DAL vs TXT
+77.9%
+304.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.5% |
| 7D | +4.6% | -2.5% | +7.1% | +6.0% |
| 30D | +2.3% | +12.8% | -10.5% | -4.3% |
| 3M | -8.1% | -3.6% | -4.5% | -6.9% |
| 6M | +21.4% | -6.9% | +28.4% | +24.9% |
| YTD | +24.3% | -2.2% | +26.5% | +24.0% |
| 1Y | +47.4% | +6.3% | +41.1% | +40.9% |
| 3Y | +164.6% | +10.3% | +154.4% | +147.3% |
| 5Y | +100.2% | +10.6% | +89.6% | +87.3% |
| 10Y | +124.9% | +121.0% | +3.9% | +48.7% |
| All | +381.8% | +77.9% | +304.0% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling