-25.6%
TGT vs DD
+57.4%
-83.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -5.0% | -2.9% | -2.1% | -3.8% |
| 30D | +3.0% | -11.5% | +14.5% | +8.6% |
| 3M | +22.6% | -5.4% | +28.0% | +25.0% |
| 6M | +31.2% | -6.9% | +38.1% | +33.4% |
| YTD | +63.7% | +6.9% | +56.8% | +54.8% |
| 1Y | +78.5% | +35.6% | +42.9% | +49.7% |
| 3Y | +40.5% | +42.5% | -2.0% | +12.3% |
| 5Y | -25.6% | +58.5% | -84.1% | -45.3% |
| All | -25.6% | +57.4% | -83.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling