-25.6%
TGT vs DLR
+39.0%
-64.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.5% |
| 7D | -5.0% | -1.3% | -3.8% | -4.6% |
| 30D | +3.0% | -2.9% | +5.9% | +3.9% |
| 3M | +22.6% | +3.2% | +19.4% | +20.5% |
| 6M | +31.2% | +3.9% | +27.3% | +28.4% |
| YTD | +63.7% | +21.4% | +42.3% | +51.3% |
| 1Y | +78.5% | +9.7% | +68.8% | +70.6% |
| 3Y | +40.5% | +56.5% | -16.0% | +13.4% |
| 5Y | -25.6% | +41.5% | -67.1% | -40.1% |
| All | -25.6% | +39.0% | -64.6% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling