+88.6%
TGT vs DRI
+34.0%
+54.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.3% |
| 7D | +9.5% | +6.5% | +3.0% | +6.5% |
| 30D | +6.6% | +16.4% | -9.8% | -0.2% |
| 3M | +11.0% | +13.6% | -2.7% | +4.6% |
| 6M | +29.9% | +22.0% | +7.8% | +18.5% |
| YTD | +71.4% | +29.3% | +42.2% | +48.4% |
| 1Y | +88.6% | +32.0% | +56.6% | +60.6% |
| All | +88.6% | +34.0% | +54.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling