+14.6%
TMUS vs DAL
+162.4%
-147.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +0.9% |
| 7D | +9.0% | +4.6% | +4.5% | +9.0% |
| 30D | -3.2% | +2.3% | -5.5% | -3.3% |
| 3M | -6.9% | -8.1% | +1.2% | -6.9% |
| 6M | -16.4% | +21.4% | -37.8% | -16.5% |
| YTD | -19.6% | +24.3% | -43.9% | -19.7% |
| 1Y | -19.9% | +47.4% | -67.3% | -20.6% |
| All | +14.6% | +162.4% | -147.8% | +8.6% |
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