+105.8%
DAL vs TGT
-21.2%
+127.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | +0.8% | -0.6% | -0.2% |
| 30D | -13.9% | +12.2% | -26.1% | -18.0% |
| 3M | +1.1% | +33.8% | -32.7% | -10.4% |
| 6M | +26.2% | +39.3% | -13.1% | +9.6% |
| YTD | +16.4% | +72.9% | -56.4% | -7.5% |
| 1Y | +33.9% | +84.6% | -50.7% | +3.3% |
| 3Y | +93.4% | +46.2% | +47.2% | +56.1% |
| All | +105.8% | -21.2% | +127.1% | +95.5% |
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