+59.7%
DIA vs TGT
+66.9%
-7.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +1.5% | +4.7% | -3.2% | +0.8% |
| 3M | -2.4% | +4.6% | -7.0% | -3.2% |
| 6M | +6.0% | +34.9% | -28.9% | +1.1% |
| YTD | +10.1% | +70.9% | -60.8% | +1.1% |
| 1Y | +11.8% | +84.4% | -72.5% | +1.4% |
| 3Y | +59.7% | +69.1% | -9.4% | +46.4% |
| All | +59.7% | +66.9% | -7.2% | +46.4% |
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