+5,379.0%
TGT vs DRI
+7,577.7%
-2,198.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +12.2% | +3.8% | +8.3% | +10.8% |
| 3M | +33.8% | +13.0% | +20.8% | +28.7% |
| 6M | +39.3% | +8.3% | +31.0% | +35.5% |
| YTD | +72.9% | +20.6% | +52.2% | +62.6% |
| 1Y | +84.6% | +6.5% | +78.1% | +80.0% |
| 3Y | +46.2% | +53.7% | -7.5% | +26.3% |
| 5Y | -21.3% | +72.7% | -94.0% | -34.8% |
| 10Y | +213.5% | +363.2% | -149.6% | +68.4% |
| All | +5,379.0% | +7,577.7% | -2,198.6% | +1,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling