+2.4%
TGT vs DOCN
+110.0%
-107.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | -0.5% |
| 7D | +0.5% | +3.7% | -3.3% | -0.2% |
| 30D | +6.7% | -33.7% | +40.3% | +11.0% |
| 3M | +8.4% | -27.9% | +36.3% | +10.9% |
| 6M | +40.7% | -46.4% | +87.2% | +47.5% |
| YTD | +72.2% | +81.1% | -8.9% | +45.6% |
| 1Y | +86.2% | +74.3% | +11.9% | +58.0% |
| 3Y | +68.8% | +245.8% | -177.0% | +22.5% |
| 5Y | -25.2% | -23.7% | -1.5% | -40.2% |
| All | +2.4% | +110.0% | -107.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling