+88.6%
TGT vs DE
+49.6%
+39.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.5% |
| 7D | +9.5% | +5.6% | +3.9% | +9.0% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | +11.0% | +9.8% | +1.1% | +10.5% |
| 6M | +29.9% | +17.5% | +12.3% | +28.7% |
| YTD | +71.4% | +46.5% | +25.0% | +64.2% |
| 1Y | +88.6% | +46.1% | +42.5% | +80.6% |
| All | +88.6% | +49.6% | +39.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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