-27.4%
TGT vs DOC
-22.1%
-5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.0% |
| 7D | +4.0% | +6.2% | -2.2% | +1.4% |
| 30D | +2.3% | +6.5% | -4.1% | -0.5% |
| 3M | +7.8% | -6.2% | +14.0% | +10.7% |
| 6M | +24.7% | +25.6% | -0.9% | +11.3% |
| YTD | +66.0% | +32.1% | +34.0% | +43.7% |
| 1Y | +78.8% | +20.3% | +58.5% | +62.0% |
| 3Y | +56.2% | +42.7% | +13.5% | +26.1% |
| 5Y | -27.4% | -22.2% | -5.3% | -17.6% |
| All | -27.4% | -22.1% | -5.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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