+7.4%
DASH vs TGT
-21.2%
+28.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | +0.8% | -11.3% | -10.9% |
| 30D | +2.2% | +12.2% | -10.0% | -3.2% |
| 3M | +32.3% | +33.8% | -1.5% | +15.5% |
| 6M | +19.1% | +39.3% | -20.2% | +1.4% |
| YTD | -6.5% | +72.9% | -79.4% | -28.6% |
| 1Y | -14.9% | +84.6% | -99.4% | -37.1% |
| 3Y | +151.9% | +46.2% | +105.7% | +84.7% |
| All | +7.4% | -21.2% | +28.6% | +20.5% |
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