+84.1%
F vs TGT
+208.0%
-123.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -2.9% |
| 7D | -4.9% | -3.6% | -1.3% | -3.7% |
| 30D | -2.9% | +4.4% | -7.3% | -4.4% |
| 3M | -9.1% | +25.4% | -34.4% | -16.1% |
| 6M | +12.9% | +33.4% | -20.4% | +1.9% |
| YTD | +6.1% | +65.6% | -59.5% | -11.4% |
| 1Y | +22.5% | +80.3% | -57.8% | -0.9% |
| 3Y | +32.1% | +42.1% | -10.1% | +11.9% |
| 5Y | +43.7% | -25.0% | +68.7% | +44.8% |
| 10Y | +84.1% | +208.2% | -124.1% | +26.0% |
| All | +84.1% | +208.0% | -123.9% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling