+1,611.9%
TSCO vs DAL
+329.9%
+1,282.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.5% | -13.9% | +19.4% | +8.2% |
| 3M | +20.0% | +1.1% | +18.9% | +19.4% |
| 6M | -29.8% | +26.2% | -56.0% | -33.0% |
| YTD | -28.7% | +16.4% | -45.1% | -31.2% |
| 1Y | -40.9% | +33.9% | -74.8% | -44.6% |
| 3Y | -15.9% | +93.4% | -109.3% | -27.9% |
| 5Y | -3.5% | +106.4% | -109.8% | -20.0% |
| 10Y | +142.2% | +143.0% | -0.8% | +79.4% |
| All | +1,611.9% | +329.9% | +1,282.0% | +844.2% |
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