+116.2%
B vs TGT
-24.7%
+140.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | -4.3% | +6.7% | -11.0% | -4.9% |
| 3M | -2.3% | +8.4% | -10.7% | -3.1% |
| 6M | -16.2% | +40.7% | -56.9% | -19.0% |
| YTD | -8.8% | +72.2% | -81.1% | -14.1% |
| 1Y | +11.4% | +86.2% | -74.8% | +4.0% |
| 3Y | +174.3% | +68.8% | +105.5% | +152.7% |
| 5Y | +116.2% | -25.2% | +141.4% | +107.8% |
| All | +116.2% | -24.7% | +140.9% | +107.8% |
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