+23.0%
C vs TGT
+84.6%
-61.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -0.4% | +5.5% | -5.9% | -0.8% |
| 30D | -5.2% | +6.0% | -11.2% | -5.6% |
| 3M | -9.1% | +8.0% | -17.1% | -9.7% |
| 6M | -1.6% | +32.3% | -33.9% | -4.9% |
| YTD | +6.9% | +71.3% | -64.3% | -1.8% |
| 1Y | +23.0% | +86.8% | -63.9% | +10.1% |
| All | +23.0% | +84.6% | -61.7% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling