+203.6%
TGT vs DLR
+177.5%
+26.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +1.2% | -4.3% | +5.5% | +2.4% |
| 3M | +18.4% | +3.8% | +14.6% | +16.5% |
| 6M | +33.4% | +5.8% | +27.6% | +30.4% |
| YTD | +63.8% | +23.5% | +40.3% | +52.6% |
| 1Y | +77.2% | +11.1% | +66.1% | +69.9% |
| 3Y | +41.8% | +57.9% | -16.1% | +19.9% |
| 5Y | -25.5% | +44.0% | -69.5% | -36.9% |
| All | +203.6% | +177.5% | +26.1% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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