-12.6%
TLT vs DAL
+108.0%
-120.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | +1.0% | +12.8% | -11.8% | +1.4% |
| 3M | -2.7% | -5.3% | +2.6% | -2.8% |
| 6M | -4.1% | +22.4% | -26.5% | -3.5% |
| YTD | -5.4% | +25.6% | -31.0% | -4.6% |
| 1Y | -7.0% | +45.5% | -52.5% | -5.8% |
| 3Y | +2.8% | +161.0% | -158.1% | +7.4% |
| 5Y | -35.4% | +112.2% | -147.6% | -32.7% |
| All | -12.6% | +108.0% | -120.6% | -8.4% |
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