+1,598.5%
TSM vs DAL
+128.3%
+1,470.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.1% | +10.7% | -12.8% | -4.9% |
| 30D | -12.5% | +12.5% | -25.1% | -15.6% |
| 3M | -5.0% | +3.6% | -8.6% | -6.2% |
| 6M | -3.2% | +26.7% | -29.9% | -10.0% |
| YTD | +31.5% | +34.3% | -2.8% | +19.7% |
| 1Y | +35.7% | +59.1% | -23.4% | +17.6% |
| 3Y | +323.5% | +179.9% | +143.6% | +203.8% |
| 5Y | +263.4% | +119.1% | +144.2% | +170.8% |
| 10Y | +1,598.5% | +125.6% | +1,472.9% | +1,153.6% |
| All | +1,598.5% | +128.3% | +1,470.2% | +1,153.6% |
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