+1,683.3%
TSCO vs DAL
+363.8%
+1,319.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +11.3% | +12.8% | -1.5% | +8.9% |
| 3M | +1.5% | -5.3% | +6.7% | +2.3% |
| 6M | +24.0% | +22.4% | +1.6% | +19.1% |
| YTD | -25.7% | +25.6% | -51.3% | -29.3% |
| 1Y | -33.6% | +45.5% | -79.1% | -38.5% |
| 3Y | -1.5% | +161.0% | -162.5% | -19.9% |
| 5Y | -9.6% | +112.2% | -121.8% | -25.4% |
| 10Y | +200.8% | +109.1% | +91.6% | +130.2% |
| All | +1,683.3% | +363.8% | +1,319.5% | +869.5% |
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