+126.4%
DAL vs TGT
+212.5%
-86.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.2% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -13.6% | +9.5% | -23.1% | -16.3% |
| 3M | +1.2% | +32.3% | -31.0% | -8.3% |
| 6M | +34.5% | +37.0% | -2.5% | +20.1% |
| YTD | +14.7% | +71.0% | -56.4% | -5.2% |
| 1Y | +29.2% | +85.0% | -55.8% | +3.9% |
| 3Y | +100.0% | +46.8% | +53.2% | +68.4% |
| 5Y | +106.3% | -22.7% | +129.1% | +101.9% |
| 10Y | +126.4% | +216.3% | -89.9% | +56.2% |
| All | +126.4% | +212.5% | -86.1% | +56.2% |
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