+203.6%
TGT vs DG
+101.8%
+101.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -5.2% | -6.5% | +1.2% | -2.3% |
| 30D | +1.2% | +4.2% | -3.0% | -0.7% |
| 3M | +18.4% | +9.5% | +8.9% | +13.3% |
| 6M | +33.4% | -13.1% | +46.6% | +40.9% |
| YTD | +63.8% | -4.8% | +68.6% | +65.3% |
| 1Y | +77.2% | +20.6% | +56.6% | +58.4% |
| 3Y | +41.8% | +4.9% | +36.8% | +24.3% |
| 5Y | -25.5% | -37.9% | +12.3% | -11.4% |
| All | +203.6% | +101.8% | +101.8% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling