-5.6%
TLT vs DAL
+57.1%
-62.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +0.2% |
| 7D | +1.0% | +11.1% | -10.1% | 0.0% |
| 30D | +6.0% | +7.7% | -1.7% | +5.3% |
| 3M | -0.9% | -3.5% | +2.6% | -0.8% |
| 6M | -2.3% | +31.3% | -33.6% | -4.3% |
| YTD | -3.3% | +30.0% | -33.3% | -5.7% |
| 1Y | -5.6% | +62.1% | -67.7% | -8.1% |
| All | -5.6% | +57.1% | -62.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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