+238.4%
TMUS vs DAL
+127.0%
+111.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | +3.6% | +8.8% | -5.2% | +2.4% |
| 30D | -3.4% | +5.4% | -8.8% | -4.1% |
| 3M | -9.5% | -4.9% | -4.5% | -9.0% |
| 6M | -15.2% | +19.8% | -35.0% | -17.6% |
| YTD | -18.9% | +27.0% | -45.9% | -22.4% |
| 1Y | -17.7% | +52.5% | -70.2% | -23.5% |
| 3Y | +15.6% | +173.8% | -158.2% | -6.0% |
| 5Y | +38.9% | +104.5% | -65.6% | +16.3% |
| All | +238.4% | +127.0% | +111.4% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling