+6,242.0%
TGT vs DD
+961.9%
+5,280.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | -3.5% | +4.3% | +2.0% |
| 30D | +12.2% | -10.3% | +22.5% | +16.4% |
| 3M | +33.8% | -7.5% | +41.3% | +37.0% |
| 6M | +39.3% | -8.0% | +47.3% | +42.0% |
| YTD | +72.9% | +10.5% | +62.4% | +64.8% |
| 1Y | +84.6% | +38.3% | +46.3% | +62.2% |
| 3Y | +46.2% | +42.5% | +3.7% | +25.5% |
| 5Y | -21.3% | +60.2% | -81.5% | -35.8% |
| 10Y | +213.5% | +68.9% | +144.7% | +132.7% |
| All | +6,242.0% | +961.9% | +5,280.1% | +1,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling