+448.7%
FIX vs TGT
+56.1%
+392.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.4% |
| 7D | -17.5% | +2.6% | -20.1% | -17.8% |
| 30D | -41.6% | +5.0% | -46.5% | -42.0% |
| 3M | -40.6% | +8.5% | -49.1% | -41.4% |
| 6M | -49.4% | +23.8% | -73.1% | -51.5% |
| YTD | +9.2% | +66.5% | -57.3% | -1.7% |
| 1Y | +6.5% | +84.9% | -78.4% | -6.4% |
| 3Y | +448.7% | +59.2% | +389.5% | +388.0% |
| All | +448.7% | +56.1% | +392.7% | +388.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling