-41.5%
DIS vs TGT
-21.7%
-19.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +0.1% | +9.5% | -9.4% | -2.6% |
| 3M | +7.1% | +32.3% | -25.2% | -1.5% |
| 6M | +4.3% | +37.0% | -32.8% | -5.4% |
| YTD | -6.9% | +71.0% | -78.0% | -21.2% |
| 1Y | -10.3% | +85.0% | -95.3% | -26.0% |
| 3Y | +32.8% | +46.8% | -14.0% | +10.5% |
| 5Y | -41.5% | -22.7% | -18.7% | -43.1% |
| All | -41.5% | -21.7% | -19.8% | -43.1% |
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 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