+3,644.4%
FIX vs TGT
+215.7%
+3,428.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -13.9% | +5.5% | -19.5% | -15.4% |
| 30D | -35.5% | +6.0% | -41.6% | -37.0% |
| 3M | -33.9% | +8.0% | -41.9% | -36.0% |
| 6M | -43.3% | +32.3% | -75.6% | -49.2% |
| YTD | +18.7% | +71.3% | -52.6% | -2.7% |
| 1Y | +13.8% | +86.8% | -73.1% | -9.6% |
| 3Y | +495.0% | +67.9% | +427.1% | +358.9% |
| 5Y | +1,049.0% | -25.1% | +1,074.1% | +1,069.7% |
| 10Y | +3,644.4% | +211.8% | +3,432.6% | +2,132.9% |
| All | +3,644.4% | +215.7% | +3,428.7% | +2,132.9% |
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