+84.6%
TGT vs DT
+4.0%
+80.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | +0.8% | -3.3% | +4.1% | +0.7% |
| 30D | +12.2% | +2.0% | +10.1% | +12.2% |
| 3M | +33.8% | +20.0% | +13.8% | +34.1% |
| 6M | +39.3% | +39.3% | 0.0% | +39.3% |
| YTD | +72.9% | +19.8% | +53.1% | +75.1% |
| 1Y | +84.6% | +4.3% | +80.3% | +91.2% |
| All | +84.6% | +4.0% | +80.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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