+1,458.7%
DIS vs TGT
+6,379.3%
-4,920.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | +3.5% | +12.2% | -8.7% | -0.6% |
| 3M | +6.8% | +33.8% | -27.0% | -3.6% |
| 6M | +3.0% | +39.3% | -36.3% | -8.6% |
| YTD | -6.7% | +72.9% | -79.6% | -23.4% |
| 1Y | -10.1% | +84.6% | -94.6% | -28.0% |
| 3Y | +33.0% | +46.2% | -13.2% | +10.1% |
| 5Y | -40.0% | -21.3% | -18.6% | -40.3% |
| 10Y | +21.1% | +213.5% | -192.5% | -30.7% |
| All | +1,458.7% | +6,379.3% | -4,920.6% | +176.1% |
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 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