-34.8%
TLT vs DAL
+118.7%
-153.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.3% |
| 7D | -0.3% | +10.7% | -11.0% | -0.5% |
| 30D | +3.7% | +12.5% | -8.8% | +3.5% |
| 3M | -0.7% | +3.6% | -4.3% | -0.8% |
| 6M | -4.2% | +26.7% | -30.9% | -4.6% |
| YTD | -4.0% | +34.3% | -38.2% | -4.5% |
| 1Y | -5.8% | +59.1% | -65.0% | -6.4% |
| 3Y | +4.1% | +179.9% | -175.8% | +3.0% |
| 5Y | -34.8% | +119.1% | -153.9% | -36.7% |
| All | -34.8% | +118.7% | -153.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling