-0.2%
TLT vs DAL
+95.1%
-95.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | -0.6% | -13.9% | +13.4% | -0.1% |
| 3M | -2.7% | +1.1% | -3.8% | -2.8% |
| 6M | -5.6% | +26.2% | -31.9% | -6.2% |
| YTD | -2.8% | +16.4% | -19.2% | -3.3% |
| 1Y | -1.4% | +33.9% | -35.3% | -2.1% |
| All | -0.2% | +95.1% | -95.3% | -8.2% |
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