+322.0%
TSM vs DAL
+168.1%
+153.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.6% |
| 7D | -7.6% | +8.8% | -16.4% | -10.3% |
| 30D | -20.5% | +5.4% | -25.9% | -22.0% |
| 3M | -10.0% | -4.9% | -5.1% | -8.6% |
| 6M | -10.1% | +19.8% | -29.9% | -16.1% |
| YTD | +24.5% | +27.0% | -2.5% | +13.1% |
| 1Y | +31.2% | +52.5% | -21.3% | +11.9% |
| 3Y | +322.0% | +173.8% | +148.1% | +151.4% |
| All | +322.0% | +168.1% | +153.9% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling