+1,107.0%
DIA vs TGT
+1,533.3%
-426.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.1% | +2.6% | -0.5% | +1.3% |
| 30D | +1.5% | +4.7% | -3.2% | 0.0% |
| 3M | -2.4% | +4.6% | -7.0% | -4.0% |
| 6M | +6.0% | +34.9% | -28.9% | -3.7% |
| YTD | +10.1% | +70.9% | -60.8% | -7.1% |
| 1Y | +11.8% | +84.4% | -72.5% | -7.9% |
| 3Y | +59.7% | +69.1% | -9.4% | +28.8% |
| 5Y | +57.9% | -26.9% | +84.8% | +59.2% |
| 10Y | +236.2% | +207.6% | +28.6% | +104.4% |
| All | +1,107.0% | +1,533.3% | -426.3% | +266.2% |
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