+234.7%
TMUS vs DAL
+136.2%
+98.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.1% | +3.4% |
| 7D | +5.3% | +10.0% | -4.7% | +4.0% |
| 30D | +13.5% | +12.0% | +1.5% | +11.8% |
| 3M | -4.2% | +0.8% | -5.0% | -4.5% |
| 6M | -11.9% | +26.2% | -38.1% | -15.0% |
| YTD | -15.6% | +33.7% | -49.3% | -19.7% |
| 1Y | -16.8% | +57.6% | -74.4% | -23.0% |
| 3Y | +20.8% | +183.5% | -162.7% | -2.1% |
| 5Y | +48.0% | +114.2% | -66.1% | +23.3% |
| 10Y | +234.7% | +128.1% | +106.6% | +164.8% |
| All | +234.7% | +136.2% | +98.5% | +164.8% |
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