+1.3%
TSCO vs DAL
+182.1%
-180.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +6.8% | +10.7% | -3.9% | +4.8% |
| 30D | +11.3% | +12.5% | -1.2% | +8.7% |
| 3M | +9.1% | +3.6% | +5.4% | +8.1% |
| 6M | +24.2% | +26.7% | -2.5% | +18.4% |
| YTD | -23.5% | +34.3% | -57.8% | -28.2% |
| 1Y | -30.8% | +59.1% | -89.9% | -37.2% |
| All | +1.3% | +182.1% | -180.8% | -28.8% |
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