+140.4%
TGT vs DT
+97.2%
+43.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -0.5% |
| 7D | -0.6% | -4.9% | +4.2% | +0.2% |
| 30D | +9.5% | +2.7% | +6.8% | +8.9% |
| 3M | +32.3% | +20.0% | +12.3% | +27.7% |
| 6M | +37.0% | +28.0% | +9.0% | +29.8% |
| YTD | +71.0% | +16.0% | +55.0% | +64.3% |
| 1Y | +85.0% | +0.7% | +84.3% | +82.3% |
| 3Y | +46.8% | +6.2% | +40.6% | +41.0% |
| 5Y | -22.7% | -28.1% | +5.4% | -24.0% |
| All | +140.4% | +97.2% | +43.2% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling