+41.8%
TGT vs DGX
+96.4%
-54.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +1.2% | -1.2% | +2.3% | +1.5% |
| 3M | +18.4% | +15.8% | +2.6% | +14.1% |
| 6M | +33.4% | +18.2% | +15.3% | +27.9% |
| YTD | +63.8% | +37.2% | +26.6% | +49.7% |
| 1Y | +77.2% | +30.4% | +46.8% | +63.9% |
| 3Y | +41.8% | +96.7% | -54.9% | +13.3% |
| All | +41.8% | +96.4% | -54.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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