+203.2%
TSCO vs DAL
+124.5%
+78.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +9.8% | +14.3% | -4.5% | +7.9% |
| 3M | +4.8% | +1.3% | +3.5% | +4.5% |
| 6M | +23.3% | +29.3% | -6.0% | +18.9% |
| YTD | -25.1% | +33.0% | -58.1% | -28.3% |
| 1Y | -32.7% | +59.8% | -92.6% | -37.2% |
| 3Y | -2.0% | +177.2% | -179.2% | -15.9% |
| 5Y | -7.8% | +118.4% | -126.2% | -20.0% |
| 10Y | +203.2% | +121.4% | +81.7% | +176.9% |
| All | +203.2% | +124.5% | +78.7% | +176.9% |
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