+43.3%
TGT vs DLR
+58.6%
-15.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | +2.9% | -6.5% | -4.2% |
| 30D | +4.4% | -1.2% | +5.6% | +4.6% |
| 3M | +25.4% | +2.9% | +22.4% | +23.9% |
| 6M | +33.4% | +6.7% | +26.7% | +30.5% |
| YTD | +65.6% | +23.9% | +41.7% | +55.6% |
| 1Y | +80.3% | +18.6% | +61.7% | +70.9% |
| All | +43.3% | +58.6% | -15.3% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling