-34.5%
TLT vs DAL
+110.1%
-144.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -2.7% | -5.3% | +2.6% | -2.7% |
| 6M | -4.1% | +22.4% | -26.5% | -4.4% |
| YTD | -5.4% | +25.6% | -31.0% | -5.7% |
| 1Y | -7.0% | +45.5% | -52.5% | -7.4% |
| 3Y | +2.8% | +161.0% | -158.1% | +1.9% |
| All | -34.5% | +110.1% | -144.7% | -36.1% |
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