+1,264.4%
BE vs TGT
-25.8%
+1,290.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +9.0% | -5.2% | +14.3% | +11.2% |
| 30D | +16.3% | +1.2% | +15.1% | +15.4% |
| 3M | +10.8% | +18.4% | -7.6% | +2.1% |
| 6M | +73.2% | +33.4% | +39.8% | +51.2% |
| YTD | +217.4% | +63.8% | +153.5% | +151.8% |
| 1Y | +309.8% | +77.2% | +232.6% | +211.7% |
| 3Y | +1,726.2% | +41.8% | +1,684.4% | +1,277.2% |
| All | +1,264.4% | -25.8% | +1,290.3% | +1,339.5% |
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