+1,173.6%
C vs TGT
+6,040.0%
-4,866.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -5.2% | +6.0% | +3.3% |
| 30D | +0.9% | +1.2% | -0.3% | 0.0% |
| 3M | +1.1% | +18.4% | -17.3% | -7.8% |
| 6M | +28.4% | +33.4% | -5.1% | +9.8% |
| YTD | +20.8% | +63.8% | -43.0% | -6.9% |
| 1Y | +43.4% | +77.2% | -33.7% | +5.9% |
| 3Y | +274.9% | +41.8% | +233.1% | +188.2% |
| 5Y | +136.7% | -25.5% | +162.2% | +135.9% |
| 10Y | +297.6% | +204.9% | +92.7% | +72.9% |
| All | +1,173.6% | +6,040.0% | -4,866.4% | +14.2% |
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