+63.8%
DIA vs TGT
-26.4%
+90.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -3.0% | -5.0% | +2.0% | -2.1% |
| 30D | -3.0% | +3.0% | -6.0% | -3.6% |
| 3M | +4.5% | +22.6% | -18.1% | +0.3% |
| 6M | +9.8% | +31.2% | -21.4% | +3.7% |
| YTD | +9.3% | +63.7% | -54.4% | -1.3% |
| 1Y | +16.0% | +78.5% | -62.5% | +2.7% |
| 3Y | +57.7% | +40.5% | +17.2% | +41.0% |
| 5Y | +63.8% | -25.6% | +89.3% | +67.0% |
| All | +63.8% | -26.4% | +90.1% | +67.0% |
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 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