+3.7%
TGT vs DOCN
+88.7%
-85.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +3.8% |
| 7D | +4.7% | -12.8% | +17.5% | +6.2% |
| 30D | +8.0% | -41.9% | +49.9% | +14.2% |
| 3M | +11.7% | -36.9% | +48.6% | +16.0% |
| 6M | +34.7% | -52.2% | +87.0% | +43.2% |
| YTD | +74.4% | +62.7% | +11.7% | +49.3% |
| 1Y | +89.2% | +58.2% | +30.9% | +62.3% |
| 3Y | +73.4% | +219.5% | -146.1% | +26.9% |
| 5Y | -24.0% | -32.9% | +8.8% | -38.5% |
| All | +3.7% | +88.7% | -85.0% | -20.3% |
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