+128.1%
DAL vs TGT
+237.9%
-109.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.5% | +3.7% |
| 7D | +10.0% | +4.7% | +5.3% | +8.4% |
| 30D | +12.0% | +8.0% | +4.1% | +9.2% |
| 3M | +0.8% | +11.7% | -10.9% | -3.1% |
| 6M | +26.2% | +34.7% | -8.5% | +13.3% |
| YTD | +33.7% | +74.4% | -40.7% | +9.8% |
| 1Y | +57.6% | +89.2% | -31.6% | +25.8% |
| 3Y | +183.5% | +73.4% | +110.1% | +127.2% |
| 5Y | +114.2% | -24.0% | +138.2% | +110.2% |
| 10Y | +128.1% | +225.5% | -97.4% | +59.9% |
| All | +128.1% | +237.9% | -109.8% | +59.9% |
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