+1,129.1%
DIA vs TGT
+1,551.9%
-422.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -1.5% | +12.2% | -13.7% | -4.9% |
| 3M | +3.8% | +33.8% | -30.0% | -5.1% |
| 6M | +10.3% | +39.3% | -29.0% | -0.7% |
| YTD | +12.1% | +72.9% | -60.8% | -5.6% |
| 1Y | +18.6% | +84.6% | -65.9% | -2.3% |
| 3Y | +60.6% | +46.2% | +14.4% | +35.6% |
| 5Y | +64.4% | -21.3% | +85.8% | +62.2% |
| 10Y | +250.1% | +213.5% | +36.6% | +111.9% |
| All | +1,129.1% | +1,551.9% | -422.8% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling