+161.0%
DAL vs TGT
+66.9%
+94.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -1.1% | +2.6% | -3.7% | -2.1% |
| 30D | +12.8% | +4.7% | +8.2% | +10.8% |
| 3M | -5.3% | +4.6% | -9.8% | -7.3% |
| 6M | +22.4% | +34.9% | -12.5% | +6.7% |
| YTD | +25.6% | +70.9% | -45.3% | -1.8% |
| 1Y | +45.5% | +84.4% | -38.9% | +9.8% |
| 3Y | +161.0% | +69.1% | +91.8% | +107.0% |
| All | +161.0% | +66.9% | +94.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling