+5,906.0%
TGT vs DTE
+3,444.9%
+2,461.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | -5.0% | -2.0% | -3.1% | -4.3% |
| 30D | +3.0% | -2.4% | +5.4% | +3.9% |
| 3M | +22.6% | -7.3% | +29.9% | +25.9% |
| 6M | +31.2% | -7.6% | +38.8% | +34.7% |
| YTD | +63.7% | +5.8% | +57.9% | +59.5% |
| 1Y | +78.5% | +2.3% | +76.2% | +75.9% |
| 3Y | +40.5% | +45.0% | -4.5% | +20.4% |
| 5Y | -25.6% | +33.2% | -58.8% | -34.6% |
| 10Y | +204.7% | +141.4% | +63.3% | +103.6% |
| All | +5,906.0% | +3,444.9% | +2,461.2% | +1,354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling