+6,242.0%
TGT vs D
+2,347.4%
+3,894.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | +12.2% | -2.6% | +14.8% | +13.2% |
| 3M | +33.8% | 0.0% | +33.8% | +33.7% |
| 6M | +39.3% | +7.4% | +31.9% | +35.1% |
| YTD | +72.9% | +15.9% | +57.0% | +62.8% |
| 1Y | +84.6% | +18.1% | +66.4% | +72.3% |
| 3Y | +46.2% | +58.4% | -12.2% | +20.1% |
| 5Y | -21.3% | +5.2% | -26.5% | -25.2% |
| 10Y | +213.5% | +35.9% | +177.7% | +160.4% |
| All | +6,242.0% | +2,347.4% | +3,894.6% | +1,499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling