+1.6%
TGT vs DOCN
+108.0%
-106.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | +2.6% | +19.1% | -16.5% | +0.5% |
| 30D | +4.7% | -21.0% | +25.7% | +6.9% |
| 3M | +4.6% | -34.7% | +39.3% | +8.3% |
| 6M | +34.9% | -45.8% | +80.6% | +41.1% |
| YTD | +70.9% | +79.4% | -8.5% | +44.6% |
| 1Y | +84.4% | +91.0% | -6.7% | +54.1% |
| 3Y | +69.1% | +237.5% | -168.3% | +23.1% |
| 5Y | -26.9% | -30.4% | +3.5% | -41.3% |
| All | +1.6% | +108.0% | -106.4% | -22.8% |
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