+255.8%
TMUS vs DAL
+359.0%
-103.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.6% |
| 7D | +9.0% | +4.6% | +4.5% | +8.1% |
| 30D | -3.2% | +2.3% | -5.5% | -3.7% |
| 3M | -6.9% | -8.1% | +1.2% | -5.8% |
| 6M | -16.4% | +21.4% | -37.8% | -19.8% |
| YTD | -19.6% | +24.3% | -43.9% | -23.8% |
| 1Y | -19.9% | +47.4% | -67.3% | -26.5% |
| 3Y | +14.5% | +164.6% | -150.1% | -9.2% |
| 5Y | +37.7% | +100.2% | -62.5% | +12.5% |
| 10Y | +242.2% | +124.9% | +117.4% | +153.8% |
| All | +255.8% | +359.0% | -103.3% | +95.1% |
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