+6.5%
TLT vs DAL
+168.1%
-161.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.1% | +8.8% | -8.7% | -0.2% |
| 30D | +6.2% | +5.4% | +0.8% | +6.0% |
| 3M | -0.3% | -4.9% | +4.6% | -0.3% |
| 6M | -3.4% | +19.8% | -23.2% | -3.9% |
| YTD | -3.1% | +27.0% | -30.1% | -3.8% |
| 1Y | -5.2% | +52.5% | -57.7% | -6.1% |
| 3Y | +6.5% | +173.8% | -167.4% | -3.7% |
| All | +6.5% | +168.1% | -161.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling