+2,808.5%
TGT vs DGX
+8,631.6%
-5,823.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -5.0% | -3.5% | -1.6% | -4.1% |
| 30D | +3.0% | -2.7% | +5.7% | +3.8% |
| 3M | +22.6% | +13.9% | +8.7% | +18.0% |
| 6M | +31.2% | +16.0% | +15.2% | +25.4% |
| YTD | +63.7% | +34.9% | +28.8% | +49.6% |
| 1Y | +78.5% | +30.6% | +47.9% | +64.3% |
| 3Y | +40.5% | +93.0% | -52.5% | +15.0% |
| 5Y | -25.6% | +64.4% | -90.0% | -36.7% |
| 10Y | +204.7% | +248.1% | -43.4% | +106.1% |
| All | +2,808.5% | +8,631.6% | -5,823.0% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling