+41.8%
TGT vs DE
+74.6%
-32.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.2% | -2.6% | -2.7% | -4.5% |
| 30D | +1.2% | +9.0% | -7.8% | -1.4% |
| 3M | +18.4% | +19.1% | -0.8% | +11.5% |
| 6M | +33.4% | +14.4% | +19.1% | +26.8% |
| YTD | +63.8% | +45.9% | +17.9% | +39.3% |
| 1Y | +77.2% | +43.6% | +33.6% | +51.1% |
| 3Y | +41.8% | +75.9% | -34.1% | +8.2% |
| All | +41.8% | +74.6% | -32.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling