+1,628.0%
DIS vs TGT
+6,141.7%
-4,513.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.3% |
| 30D | +11.5% | +5.0% | +6.5% | +9.6% |
| 3M | +11.5% | +8.5% | +3.0% | +8.1% |
| 6M | +8.9% | +23.8% | -14.9% | +0.5% |
| YTD | +3.4% | +66.5% | -63.1% | -14.2% |
| 1Y | +7.2% | +84.9% | -77.7% | -14.2% |
| 3Y | +43.3% | +59.2% | -15.9% | +15.1% |
| 5Y | -31.4% | -27.2% | -4.2% | -30.0% |
| 10Y | +37.1% | +221.5% | -184.4% | -22.4% |
| All | +1,628.0% | +6,141.7% | -4,513.6% | +209.4% |
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