-34.3%
TLT vs DAL
+101.3%
-135.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.1% | +8.8% | -8.7% | -0.1% |
| 30D | +6.2% | +5.4% | +0.8% | +6.0% |
| 3M | +0.1% | -4.9% | +5.0% | +0.1% |
| 6M | -3.0% | +19.8% | -22.8% | -3.3% |
| YTD | -2.7% | +27.0% | -29.7% | -3.1% |
| 1Y | -4.8% | +52.5% | -57.3% | -5.3% |
| 3Y | +6.9% | +173.8% | -166.9% | +5.9% |
| All | -34.3% | +101.3% | -135.6% | -36.2% |
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 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