-22.7%
TGT vs D
+8.5%
-31.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +9.5% | -0.7% | +10.3% | +9.7% |
| 3M | +32.3% | +2.1% | +30.2% | +31.2% |
| 6M | +37.0% | +6.8% | +30.2% | +33.5% |
| YTD | +71.0% | +16.5% | +54.5% | +61.4% |
| 1Y | +85.0% | +19.2% | +65.9% | +72.9% |
| 3Y | +46.8% | +61.9% | -15.0% | +19.8% |
| 5Y | -22.7% | +6.5% | -29.3% | -22.4% |
| All | -22.7% | +8.5% | -31.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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