-42.3%
ACN vs TGT
+39.8%
-82.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -7.9% | -5.0% | -2.8% | -7.0% |
| 30D | -1.1% | +3.0% | -4.1% | -1.6% |
| 3M | +5.6% | +22.6% | -17.0% | +2.3% |
| 6M | -9.9% | +31.2% | -41.1% | -14.0% |
| YTD | -32.3% | +63.7% | -96.0% | -37.8% |
| 1Y | -25.3% | +78.5% | -103.8% | -32.5% |
| All | -42.3% | +39.8% | -82.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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