+1,502.2%
TSM vs DAL
+136.2%
+1,366.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +2.0% |
| 7D | -2.5% | +10.0% | -12.6% | -5.2% |
| 30D | -14.3% | +12.0% | -26.3% | -17.2% |
| 3M | -7.2% | +0.8% | -8.0% | -7.7% |
| 6M | -5.1% | +26.2% | -31.3% | -11.7% |
| YTD | +28.9% | +33.7% | -4.8% | +17.5% |
| 1Y | +37.1% | +57.6% | -20.5% | +19.2% |
| 3Y | +341.5% | +183.5% | +158.0% | +215.8% |
| 5Y | +245.7% | +114.2% | +131.5% | +159.1% |
| 10Y | +1,502.2% | +128.1% | +1,374.1% | +1,096.1% |
| All | +1,502.2% | +136.2% | +1,366.0% | +1,096.1% |
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