+68.5%
TGT vs DRI
+67.6%
+1.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +6.6% | +10.8% | -4.2% | +2.6% |
| 3M | +5.2% | +0.9% | +4.3% | +4.7% |
| 6M | +35.3% | +16.3% | +19.0% | +27.4% |
| YTD | +70.3% | +27.8% | +42.5% | +54.3% |
| 1Y | +81.2% | +33.9% | +47.3% | +61.2% |
| All | +68.5% | +67.6% | +1.0% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling