+273.1%
TSM vs DAL
+106.7%
+166.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | -13.9% | +17.5% | +9.4% |
| 3M | -3.4% | +1.1% | -4.5% | -4.0% |
| 6M | +20.6% | +26.2% | -5.6% | +10.2% |
| YTD | +41.9% | +16.4% | +25.4% | +32.8% |
| 1Y | +84.4% | +33.9% | +50.5% | +63.2% |
| 3Y | +380.2% | +93.4% | +286.8% | +247.7% |
| All | +273.1% | +106.7% | +166.4% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling