+69.1%
TGT vs DT
-11.4%
+80.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +2.6% | +3.1% | -0.5% | +2.4% |
| 30D | +4.7% | -29.5% | +34.2% | +7.6% |
| 3M | +4.6% | -11.7% | +16.3% | +5.2% |
| 6M | +34.9% | +29.0% | +5.9% | +29.8% |
| YTD | +70.9% | +3.4% | +67.5% | +68.9% |
| 1Y | +84.4% | -4.2% | +88.6% | +84.9% |
| 3Y | +69.1% | -12.8% | +82.0% | +87.6% |
| All | +69.1% | -11.4% | +80.5% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling