+1,410.4%
TSM vs DAL
+127.0%
+1,283.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.7% |
| 7D | -7.6% | +8.8% | -16.4% | -9.8% |
| 30D | -20.5% | +5.4% | -25.9% | -21.8% |
| 3M | -10.0% | -4.9% | -5.1% | -8.9% |
| 6M | -10.1% | +19.8% | -29.9% | -15.0% |
| YTD | +24.5% | +27.0% | -2.5% | +15.3% |
| 1Y | +31.2% | +52.5% | -21.3% | +15.2% |
| 3Y | +322.0% | +173.8% | +148.1% | +205.2% |
| 5Y | +245.3% | +104.5% | +140.7% | +162.5% |
| All | +1,410.4% | +127.0% | +1,283.4% | +1,077.3% |
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