+43.3%
TGT vs DRI
+54.2%
-10.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | -3.6% | -4.8% | +1.2% | -1.7% |
| 30D | +4.4% | -3.9% | +8.3% | +6.0% |
| 3M | +25.4% | +5.1% | +20.3% | +22.9% |
| 6M | +33.4% | +5.5% | +27.9% | +30.1% |
| YTD | +65.6% | +16.5% | +49.1% | +55.5% |
| 1Y | +80.3% | +2.0% | +78.3% | +76.9% |
| All | +43.3% | +54.2% | -10.8% | +21.8% |
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 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