+5,991.7%
TGT vs DOC
+2,926.9%
+3,064.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | +4.0% | +6.2% | -2.2% | +2.1% |
| 30D | +2.3% | +6.5% | -4.1% | +0.3% |
| 3M | +7.8% | -6.2% | +14.0% | +9.9% |
| 6M | +24.7% | +25.6% | -0.9% | +15.0% |
| YTD | +66.0% | +32.1% | +34.0% | +50.3% |
| 1Y | +78.8% | +20.3% | +58.5% | +66.7% |
| 3Y | +56.2% | +42.7% | +13.5% | +36.8% |
| 5Y | -27.4% | -22.2% | -5.3% | -23.5% |
| 10Y | +220.5% | +16.5% | +204.0% | +178.1% |
| All | +5,991.7% | +2,926.9% | +3,064.8% | +2,159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling