-15.1%
F vs TGT
-23.3%
+8.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -1.2% |
| 7D | -0.6% | +4.7% | -5.4% | -2.5% |
| 30D | +2.9% | +8.0% | -5.1% | -0.2% |
| 3M | -9.5% | +11.7% | -21.1% | -13.5% |
| 6M | +4.0% | +34.7% | -30.7% | -7.9% |
| YTD | -1.3% | +74.4% | -75.7% | -21.5% |
| 1Y | -1.9% | +89.2% | -91.1% | -24.6% |
| 3Y | +53.5% | +73.4% | -19.9% | +14.7% |
| 5Y | -15.1% | -24.0% | +8.9% | -17.1% |
| All | -15.1% | -23.3% | +8.2% | -17.1% |
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