+18.8%
TMO vs DAL
+98.1%
-79.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.5% | +0.8% | -1.2% | -0.7% |
| 30D | +1.0% | -11.7% | +12.7% | +4.0% |
| 3M | +22.7% | -2.7% | +25.5% | +23.0% |
| 6M | +19.0% | +30.7% | -11.7% | +10.6% |
| YTD | +4.7% | +14.4% | -9.6% | +0.1% |
| 1Y | +26.0% | +31.2% | -5.2% | +15.9% |
| All | +18.8% | +98.1% | -79.3% | -11.3% |
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