+341.5%
TSM vs DAL
+175.7%
+165.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +1.6% |
| 7D | -2.5% | +10.0% | -12.6% | -5.8% |
| 30D | -14.3% | +12.0% | -26.3% | -17.8% |
| 3M | -7.2% | +0.8% | -8.0% | -7.7% |
| 6M | -5.1% | +26.2% | -31.3% | -13.1% |
| YTD | +28.9% | +33.7% | -4.8% | +14.9% |
| 1Y | +37.1% | +57.6% | -20.5% | +15.5% |
| 3Y | +341.5% | +183.5% | +158.0% | +157.3% |
| All | +341.5% | +175.7% | +165.7% | +157.3% |
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 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