+302.1%
TMUS vs DAL
+329.9%
-27.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.3% | -13.9% | +19.2% | +8.0% |
| 3M | +3.1% | +1.1% | +2.1% | +2.6% |
| 6M | -16.5% | +26.2% | -42.7% | -20.5% |
| YTD | -9.2% | +16.4% | -25.6% | -12.7% |
| 1Y | -26.5% | +33.9% | -60.3% | -31.4% |
| 3Y | +39.0% | +93.4% | -54.4% | +17.0% |
| 5Y | +40.4% | +106.4% | -66.0% | +13.8% |
| 10Y | +303.7% | +143.0% | +160.7% | +195.0% |
| All | +302.1% | +329.9% | -27.8% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling