+105.0%
DAL vs TGT
+205.2%
-100.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.8% |
| 7D | +1.4% | +2.6% | -1.2% | +0.6% |
| 30D | +9.1% | +6.6% | +2.5% | +6.8% |
| 3M | -3.5% | +5.2% | -8.7% | -5.3% |
| 6M | +23.4% | +35.3% | -11.9% | +10.7% |
| YTD | +26.0% | +70.3% | -44.3% | +4.4% |
| 1Y | +44.6% | +81.2% | -36.5% | +17.2% |
| 3Y | +162.7% | +66.9% | +95.8% | +113.2% |
| 5Y | +113.0% | -27.2% | +140.2% | +111.7% |
| All | +105.0% | +205.2% | -100.2% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling