+1,643.1%
TSM vs DAL
+108.0%
+1,535.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +6.2% | -1.1% | +7.3% | +6.5% |
| 30D | -7.3% | +12.8% | -20.1% | -10.6% |
| 3M | -7.1% | -5.3% | -1.9% | -5.9% |
| 6M | +0.2% | +22.4% | -22.1% | -5.9% |
| YTD | +32.2% | +25.6% | +6.6% | +22.7% |
| 1Y | +42.8% | +45.5% | -2.7% | +27.0% |
| 3Y | +330.4% | +161.0% | +169.4% | +214.7% |
| 5Y | +263.9% | +112.2% | +151.7% | +174.3% |
| All | +1,643.1% | +108.0% | +1,535.0% | +1,198.1% |
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