+803.7%
B vs TGT
+6,379.3%
-5,575.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +9.4% | +12.2% | -2.8% | +8.9% |
| 3M | +5.0% | +33.8% | -28.8% | +3.6% |
| 6M | -3.5% | +39.3% | -42.8% | -5.1% |
| YTD | +4.5% | +72.9% | -68.4% | +1.7% |
| 1Y | +67.8% | +84.6% | -16.8% | +62.8% |
| 3Y | +196.7% | +46.2% | +150.5% | +189.5% |
| 5Y | +151.9% | -21.3% | +173.3% | +150.8% |
| 10Y | +202.2% | +213.5% | -11.4% | +185.3% |
| All | +803.7% | +6,379.3% | -5,575.5% | +699.8% |
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 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