+659.1%
B vs TGT
+6,306.3%
-5,647.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -7.3% | +2.6% | -10.0% | -7.4% |
| 30D | -3.3% | +4.7% | -8.0% | -3.5% |
| 3M | -7.8% | +4.6% | -12.3% | -8.0% |
| 6M | -15.5% | +34.9% | -50.4% | -16.7% |
| YTD | -12.3% | +70.9% | -83.2% | -14.5% |
| 1Y | +5.4% | +84.4% | -79.0% | +2.3% |
| 3Y | +165.5% | +69.1% | +96.4% | +157.4% |
| 5Y | +107.0% | -26.9% | +134.0% | +106.7% |
| 10Y | +210.6% | +207.6% | +3.0% | +193.5% |
| All | +659.1% | +6,306.3% | -5,647.1% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling