+102.9%
DAL vs TGT
-26.9%
+129.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +8.8% | +2.6% | +6.2% | +7.8% |
| 30D | +5.4% | +5.0% | +0.4% | +3.3% |
| 3M | -4.9% | +8.5% | -13.5% | -8.4% |
| 6M | +19.8% | +23.8% | -3.9% | +8.8% |
| YTD | +27.0% | +66.5% | -39.5% | +1.7% |
| 1Y | +52.5% | +84.9% | -32.4% | +16.8% |
| 3Y | +173.8% | +59.2% | +114.6% | +112.7% |
| All | +102.9% | -26.9% | +129.8% | +100.7% |
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