-24.0%
TGT vs D
+14.9%
-38.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +4.9% |
| 7D | +4.7% | +0.8% | +4.0% | +4.5% |
| 30D | +8.0% | +10.7% | -2.7% | +4.1% |
| 3M | +11.7% | +2.3% | +9.4% | +10.7% |
| 6M | +34.7% | +12.5% | +22.2% | +28.9% |
| YTD | +74.4% | +20.1% | +54.3% | +62.5% |
| 1Y | +89.2% | +15.6% | +73.6% | +78.7% |
| 3Y | +73.4% | +75.2% | -1.8% | +36.2% |
| 5Y | -24.0% | +14.6% | -38.6% | -25.3% |
| All | -24.0% | +14.9% | -38.9% | -25.3% |
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