-32.6%
AAL vs TGT
-25.8%
-6.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -5.2% | +4.3% | +1.4% |
| 30D | -12.9% | +1.2% | -14.0% | -13.6% |
| 3M | -11.2% | +18.4% | -29.6% | -18.0% |
| 6M | +17.8% | +33.4% | -15.6% | +3.0% |
| YTD | -15.1% | +63.8% | -78.9% | -32.5% |
| 1Y | +0.5% | +77.2% | -76.7% | -23.0% |
| 3Y | -7.7% | +41.8% | -49.5% | -26.4% |
| All | -32.6% | -25.8% | -6.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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