-25.0%
TGT vs DAR
-8.0%
-17.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +4.4% | +7.4% | -3.0% | +2.2% |
| 3M | +25.4% | +15.7% | +9.7% | +19.8% |
| 6M | +33.4% | +30.0% | +3.3% | +22.6% |
| YTD | +65.6% | +87.5% | -21.9% | +36.8% |
| 1Y | +80.3% | +113.4% | -33.1% | +42.7% |
| 3Y | +42.1% | +15.3% | +26.8% | +29.8% |
| 5Y | -25.0% | -4.3% | -20.7% | -29.8% |
| All | -25.0% | -8.0% | -17.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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