+69.5%
TLT vs DAL
+359.0%
-289.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | 0.0% |
| 7D | +0.5% | +4.6% | -4.0% | +0.8% |
| 30D | +6.0% | +2.3% | +3.7% | +6.2% |
| 3M | -0.9% | -8.1% | +7.2% | -1.2% |
| 6M | -2.6% | +21.4% | -24.0% | -1.6% |
| YTD | -3.1% | +24.3% | -27.4% | -1.9% |
| 1Y | -4.4% | +47.4% | -51.7% | -2.4% |
| 3Y | +5.5% | +164.6% | -159.2% | +11.8% |
| 5Y | -34.7% | +100.2% | -134.9% | -31.3% |
| 10Y | -17.6% | +124.9% | -142.5% | -10.3% |
| All | +69.5% | +359.0% | -289.5% | +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