+70.1%
TLT vs DAL
+329.9%
-259.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.3% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | -0.6% | -13.9% | +13.4% | -1.2% |
| 3M | -2.7% | +1.1% | -3.8% | -2.6% |
| 6M | -5.6% | +26.2% | -31.9% | -4.5% |
| YTD | -2.8% | +16.4% | -19.2% | -1.9% |
| 1Y | -1.4% | +33.9% | -35.3% | +0.2% |
| 3Y | -1.6% | +93.4% | -95.0% | +2.6% |
| 5Y | -33.8% | +106.4% | -140.2% | -30.1% |
| 10Y | -21.1% | +143.0% | -164.1% | -13.8% |
| All | +70.1% | +329.9% | -259.8% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling