+158.5%
TGT vs DOW
-15.4%
+173.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +9.5% | +2.0% | +7.6% | +8.7% |
| 3M | +32.3% | -12.5% | +44.8% | +36.6% |
| 6M | +37.0% | -9.2% | +46.2% | +37.5% |
| YTD | +71.0% | +30.8% | +40.3% | +51.5% |
| 1Y | +85.0% | +29.4% | +55.6% | +63.3% |
| 3Y | +46.8% | -34.6% | +81.4% | +57.8% |
| 5Y | -22.7% | -35.9% | +13.2% | -17.1% |
| All | +158.5% | -15.4% | +173.9% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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