+104.0%
TXN vs DAL
+168.1%
-64.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.1% |
| 7D | -7.8% | +8.8% | -16.6% | -10.6% |
| 30D | -3.6% | +5.4% | -8.9% | -5.5% |
| 3M | +0.1% | -4.9% | +5.0% | +1.7% |
| 6M | -3.2% | +19.8% | -23.1% | -10.2% |
| YTD | +63.4% | +27.0% | +36.4% | +46.4% |
| 1Y | +75.6% | +52.5% | +23.2% | +46.1% |
| 3Y | +104.0% | +173.8% | -69.8% | +22.4% |
| All | +104.0% | +168.1% | -64.0% | +22.4% |
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