+615.0%
F vs TGT
+6,379.3%
-5,764.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | +0.8% | +4.6% | +5.0% |
| 30D | +4.6% | +12.2% | -7.6% | -0.3% |
| 3M | -3.7% | +33.8% | -37.5% | -14.8% |
| 6M | +16.8% | +39.3% | -22.5% | +1.5% |
| YTD | +15.3% | +72.9% | -57.6% | -8.7% |
| 1Y | +31.0% | +84.6% | -53.5% | +0.6% |
| 3Y | +45.4% | +46.2% | -0.8% | +17.8% |
| 5Y | +54.7% | -21.3% | +76.0% | +56.1% |
| 10Y | +98.2% | +213.5% | -115.3% | +4.3% |
| All | +615.0% | +6,379.3% | -5,764.3% | +8.8% |
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