+247.6%
DIA vs TGT
+207.4%
+40.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -5.2% | +3.7% | -0.4% |
| 30D | -2.0% | +1.2% | -3.2% | -2.4% |
| 3M | +3.6% | +18.4% | -14.8% | -0.6% |
| 6M | +11.5% | +33.4% | -21.9% | +3.7% |
| YTD | +10.4% | +63.8% | -53.5% | -2.4% |
| 1Y | +15.6% | +77.2% | -61.6% | +0.1% |
| 3Y | +58.9% | +41.8% | +17.1% | +39.4% |
| 5Y | +65.3% | -25.5% | +90.9% | +67.4% |
| All | +247.6% | +207.4% | +40.2% | +146.0% |
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 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