+203.6%
TGT vs DTE
+137.8%
+65.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -5.2% | -2.6% | -2.7% | -4.4% |
| 30D | +1.2% | -4.4% | +5.6% | +2.6% |
| 3M | +18.4% | -8.3% | +26.7% | +21.6% |
| 6M | +33.4% | -8.1% | +41.5% | +36.7% |
| YTD | +63.8% | +4.4% | +59.4% | +60.8% |
| 1Y | +77.2% | +0.2% | +77.0% | +76.2% |
| 3Y | +41.8% | +42.6% | -0.8% | +24.5% |
| 5Y | -25.5% | +31.5% | -57.0% | -33.1% |
| All | +203.6% | +137.8% | +65.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling