+415.7%
TXN vs DAL
+126.9%
+288.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -6.7% | -11.7% | +5.0% | -3.2% |
| 3M | -8.9% | -2.7% | -6.2% | -8.4% |
| 6M | +34.7% | +30.7% | +4.0% | +23.2% |
| YTD | +53.3% | +14.4% | +39.0% | +45.1% |
| 1Y | +45.0% | +31.2% | +13.8% | +31.3% |
| 3Y | +73.1% | +99.4% | -26.3% | +34.2% |
| 5Y | +59.9% | +98.6% | -38.6% | +20.6% |
| 10Y | +415.7% | +135.0% | +280.7% | +285.1% |
| All | +415.7% | +126.9% | +288.7% | +285.1% |
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