+131.6%
C vs TGT
-21.7%
+153.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +1.3% | +9.5% | -8.2% | -1.3% |
| 3M | +3.1% | +32.3% | -29.1% | -4.9% |
| 6M | +29.6% | +37.0% | -7.4% | +17.9% |
| YTD | +19.0% | +71.0% | -52.1% | +1.3% |
| 1Y | +45.6% | +85.0% | -39.4% | +20.9% |
| 3Y | +269.3% | +46.8% | +222.4% | +213.3% |
| 5Y | +131.6% | -22.7% | +154.3% | +131.3% |
| All | +131.6% | -21.7% | +153.2% | +131.3% |
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