+7,343.7%
TSM vs DAL
+329.9%
+7,013.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | -13.9% | +17.5% | +7.0% |
| 3M | -3.4% | +1.1% | -4.5% | -3.7% |
| 6M | +20.6% | +26.2% | -5.6% | +14.4% |
| YTD | +41.9% | +16.4% | +25.4% | +36.6% |
| 1Y | +84.4% | +33.9% | +50.5% | +71.8% |
| 3Y | +380.2% | +93.4% | +286.8% | +304.8% |
| 5Y | +275.3% | +106.4% | +169.0% | +207.3% |
| 10Y | +1,751.4% | +143.0% | +1,608.4% | +1,280.3% |
| All | +7,343.7% | +329.9% | +7,013.8% | +4,169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling