+3,669.1%
FIX vs TGT
+221.5%
+3,447.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.7% | +4.7% | +8.0% |
| 7D | -7.2% | +4.7% | -12.0% | -8.7% |
| 30D | -35.1% | +8.0% | -43.1% | -36.9% |
| 3M | -34.3% | +11.7% | -45.9% | -37.0% |
| 6M | -42.9% | +34.7% | -77.7% | -49.1% |
| YTD | +19.5% | +74.4% | -54.9% | -2.6% |
| 1Y | +16.8% | +89.2% | -72.4% | -7.5% |
| 3Y | +506.7% | +73.4% | +433.3% | +362.9% |
| 5Y | +1,046.7% | -24.0% | +1,070.7% | +1,063.2% |
| All | +3,669.1% | +221.5% | +3,447.7% | +2,135.5% |
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