+449.2%
TGT vs DLR
+3,617.4%
-3,168.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -0.6% | +3.4% | -4.0% | -1.7% |
| 30D | +9.5% | -2.2% | +11.7% | +10.1% |
| 3M | +32.3% | +4.7% | +27.5% | +29.5% |
| 6M | +37.0% | +9.0% | +28.0% | +32.2% |
| YTD | +71.0% | +24.1% | +46.9% | +57.9% |
| 1Y | +85.0% | +20.9% | +64.1% | +71.6% |
| 3Y | +46.8% | +60.0% | -13.2% | +21.8% |
| 5Y | -22.7% | +35.3% | -58.0% | -33.5% |
| 10Y | +216.3% | +165.8% | +50.5% | +107.1% |
| All | +449.2% | +3,617.4% | -3,168.3% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling