+201.6%
TGT vs DRI
+331.7%
-130.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +2.6% | +1.1% | +1.6% | +2.4% |
| 30D | +4.7% | +9.7% | -5.0% | +2.4% |
| 3M | +4.6% | +3.2% | +1.4% | +3.7% |
| 6M | +34.9% | +20.6% | +14.3% | +28.8% |
| YTD | +70.9% | +28.3% | +42.7% | +60.7% |
| 1Y | +84.4% | +34.5% | +49.8% | +71.4% |
| 3Y | +69.1% | +66.5% | +2.6% | +49.3% |
| 5Y | -26.9% | +79.6% | -106.6% | -37.0% |
| All | +201.6% | +331.7% | -130.1% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling