+512.3%
F vs TGT
+6,436.8%
-5,924.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -1.3% |
| 7D | -0.6% | +4.7% | -5.4% | -2.6% |
| 30D | +2.9% | +8.0% | -5.1% | -0.4% |
| 3M | -9.5% | +11.7% | -21.1% | -13.7% |
| 6M | +4.0% | +34.7% | -30.7% | -8.5% |
| YTD | -1.3% | +74.4% | -75.7% | -22.2% |
| 1Y | -1.9% | +89.2% | -91.1% | -25.4% |
| 3Y | +53.5% | +73.4% | -19.9% | +15.7% |
| 5Y | -15.1% | -24.0% | +8.9% | -13.2% |
| 10Y | +81.0% | +225.5% | -144.5% | -6.3% |
| All | +512.3% | +6,436.8% | -5,924.5% | -7.3% |
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