+112.4%
C vs TGT
-23.3%
+135.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | +1.2% |
| 7D | -0.9% | +4.7% | -5.7% | -2.1% |
| 30D | -5.4% | +8.0% | -13.4% | -7.4% |
| 3M | -9.2% | +11.7% | -20.8% | -12.1% |
| 6M | -1.8% | +34.7% | -36.6% | -10.4% |
| YTD | +6.7% | +74.4% | -67.7% | -9.9% |
| 1Y | +23.5% | +89.2% | -65.7% | +1.7% |
| 3Y | +219.8% | +73.4% | +146.4% | +157.4% |
| 5Y | +112.4% | -24.0% | +136.4% | +107.8% |
| All | +112.4% | -23.3% | +135.7% | +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