+1,664.5%
DIS vs TGT
+6,319.4%
-4,654.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +4.4% | +5.5% | -1.1% | +2.5% |
| 30D | +10.3% | +6.0% | +4.3% | +8.1% |
| 3M | +15.5% | +8.0% | +7.5% | +12.2% |
| 6M | +11.2% | +32.3% | -21.1% | +0.4% |
| YTD | +5.6% | +71.3% | -65.7% | -13.2% |
| 1Y | +7.7% | +86.8% | -79.1% | -14.1% |
| 3Y | +39.3% | +67.9% | -28.6% | +9.9% |
| 5Y | -29.5% | -25.1% | -4.5% | -28.7% |
| 10Y | +36.3% | +211.8% | -175.6% | -21.9% |
| All | +1,664.5% | +6,319.4% | -4,654.9% | +212.9% |
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