+34.8%
DIS vs TGT
+48.2%
-13.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | +3.5% | +12.2% | -8.7% | +0.8% |
| 3M | +6.8% | +33.8% | -27.0% | +0.1% |
| 6M | +3.0% | +39.3% | -36.3% | -4.5% |
| YTD | -6.7% | +72.9% | -79.6% | -17.8% |
| 1Y | -10.1% | +84.6% | -94.6% | -22.1% |
| All | +34.8% | +48.2% | -13.4% | +16.1% |
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