-43.5%
ACN vs TGT
-26.4%
-17.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -7.9% | -5.0% | -2.8% | -6.7% |
| 30D | -1.1% | +3.0% | -4.1% | -1.8% |
| 3M | +5.6% | +22.6% | -17.0% | +0.6% |
| 6M | -9.9% | +31.2% | -41.1% | -15.9% |
| YTD | -32.3% | +63.7% | -96.0% | -40.3% |
| 1Y | -25.3% | +78.5% | -103.8% | -35.6% |
| 3Y | -42.3% | +40.5% | -82.8% | -50.1% |
| 5Y | -43.5% | -25.6% | -17.9% | -43.1% |
| All | -43.5% | -26.4% | -17.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling