+6,182.4%
FIX vs TGT
+207.2%
+5,975.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +0.7% | -5.0% | +5.7% | +2.3% |
| 30D | -5.7% | +3.0% | -8.8% | -6.8% |
| 3M | -7.4% | +22.6% | -30.1% | -14.2% |
| 6M | +15.1% | +31.2% | -16.1% | +4.0% |
| YTD | +70.7% | +63.7% | +7.0% | +42.7% |
| 1Y | +111.9% | +78.5% | +33.5% | +71.4% |
| 3Y | +759.5% | +40.5% | +719.0% | +609.4% |
| 5Y | +2,164.4% | -25.6% | +2,190.0% | +2,208.5% |
| All | +6,182.4% | +207.2% | +5,975.2% | +3,609.7% |
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