+11,570.3%
COST vs TGT
+6,036.1%
+5,534.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -2.5% | -5.0% | +2.6% | -0.4% |
| 30D | -4.4% | +3.0% | -7.5% | -5.8% |
| 3M | -8.1% | +22.6% | -30.7% | -16.1% |
| 6M | -9.2% | +31.2% | -40.4% | -19.8% |
| YTD | +5.1% | +63.7% | -58.6% | -15.8% |
| 1Y | -5.1% | +78.5% | -83.6% | -27.1% |
| 3Y | +70.4% | +40.5% | +29.8% | +33.9% |
| 5Y | +104.7% | -25.6% | +130.3% | +105.9% |
| 10Y | +608.8% | +204.7% | +404.1% | +241.5% |
| All | +11,570.3% | +6,036.1% | +5,534.2% | +1,081.4% |
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