+432.0%
TGT vs DG
+577.8%
-145.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | +0.5% |
| 7D | -0.6% | -2.5% | +1.8% | +0.3% |
| 30D | +9.5% | +1.0% | +8.5% | +9.0% |
| 3M | +32.3% | +20.3% | +11.9% | +22.9% |
| 6M | +37.0% | -11.7% | +48.8% | +42.7% |
| YTD | +71.0% | -2.3% | +73.4% | +70.8% |
| 1Y | +85.0% | +20.0% | +65.0% | +68.8% |
| 3Y | +46.8% | +7.2% | +39.6% | +31.4% |
| 5Y | -22.7% | -37.9% | +15.2% | -12.5% |
| 10Y | +216.3% | +107.3% | +109.0% | +132.8% |
| All | +432.0% | +577.8% | -145.8% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling