+84.6%
TGT vs DD
+41.5%
+43.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | +12.2% | -10.3% | +22.5% | +14.6% |
| 3M | +33.8% | -7.5% | +41.3% | +35.6% |
| 6M | +39.3% | -8.0% | +47.3% | +40.6% |
| YTD | +72.9% | +10.5% | +62.4% | +62.0% |
| 1Y | +84.6% | +38.3% | +46.3% | +59.8% |
| All | +84.6% | +41.5% | +43.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling