We are concerned with the first-order differential system of the form $$\left\{ \begin{array}{ll} u'(t)+a(t)u(t)=\lambda b(t) f(v(t-\tau(t))), &t\in\mathbb{R},\\ v'(t)+a(t)v(t)=\lambda b(t)g(u(t-\tau(t))), &t\in\mathbb{R},\\ \end{array} \right. $$ where $\lambda\in\mathbb{R}$~is a parameter. $a,b\in C(\mathbb{R},[0,+\infty))$ are two $\omega$-periodic functions such that $\int_0^\omega a(t)\text{d}t>0$,~$\int_0^\omega b(t)\text{d}t>0$,~$\tau\in C(\mathbb{R},\mathbb{R})$ is an $\omega$-periodic function. The nonlinearities~$f,g\in C(\mathbb{R},(0,+\infty))$~are two nondecreasing continuous functions and satisfy superlinear conditions at infinity.~By using the bifurcation theory,~we will show the existence of an unbounded component of positive solutions, which is bounded in positive $\lambda$-direction.