+2.7%
TGT vs DOCN
+171.0%
-168.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +0.8% | +1.1% | -0.4% | +0.6% |
| 30D | +12.2% | -9.6% | +21.8% | +13.2% |
| 3M | +33.8% | -37.7% | +71.5% | +40.4% |
| 6M | +39.3% | +115.2% | -75.9% | +18.3% |
| YTD | +72.9% | +133.7% | -60.9% | +43.7% |
| 1Y | +84.6% | +250.2% | -165.6% | +42.1% |
| 3Y | +46.2% | +320.3% | -274.1% | +4.8% |
| 5Y | -21.3% | +53.1% | -74.5% | -39.2% |
| All | +2.7% | +171.0% | -168.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling