+62.8%
TMO vs DAL
+179.4%
-116.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.6% | +2.3% | -0.7% | +1.1% |
| 30D | +8.4% | +14.3% | -5.9% | +4.9% |
| 3M | +18.7% | +1.3% | +17.4% | +18.0% |
| 6M | +58.9% | +29.3% | +29.6% | +48.3% |
| YTD | +24.2% | +33.0% | -8.8% | +14.5% |
| 1Y | +22.8% | +59.8% | -37.0% | +8.1% |
| All | +62.8% | +179.4% | -116.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling