-12.5%
TLT vs DAL
+136.2%
-148.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | +0.2% |
| 7D | +0.3% | +10.0% | -9.8% | +0.5% |
| 30D | +5.1% | +12.0% | -6.9% | +5.4% |
| 3M | -0.2% | +0.8% | -1.0% | -0.2% |
| 6M | -2.9% | +26.2% | -29.1% | -2.2% |
| YTD | -2.7% | +33.7% | -36.4% | -1.8% |
| 1Y | -4.6% | +57.6% | -62.2% | -3.1% |
| 3Y | +6.1% | +183.5% | -177.4% | +11.1% |
| 5Y | -35.1% | +114.2% | -149.3% | -32.6% |
| 10Y | -12.5% | +128.1% | -140.6% | -7.9% |
| All | -12.5% | +136.2% | -148.7% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling