+304.4%
TMUS vs DAL
+142.6%
+161.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.3% | -13.9% | +19.2% | +7.4% |
| 3M | +3.1% | +1.1% | +2.1% | +2.7% |
| 6M | -16.5% | +26.2% | -42.7% | -19.7% |
| YTD | -9.2% | +16.4% | -25.6% | -11.9% |
| 1Y | -26.5% | +33.9% | -60.3% | -30.5% |
| 3Y | +39.0% | +93.4% | -54.4% | +19.7% |
| 5Y | +40.4% | +106.4% | -66.0% | +16.7% |
| All | +304.4% | +142.6% | +161.8% | +204.9% |
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