+12,471.5%
FIX vs TGT
+2,076.4%
+10,395.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +0.8% | +5.3% | +5.7% |
| 30D | -7.2% | +12.2% | -19.4% | -11.0% |
| 3M | -15.9% | +33.8% | -49.6% | -24.6% |
| 6M | +12.7% | +39.3% | -26.6% | -0.6% |
| YTD | +72.8% | +72.9% | -0.1% | +41.0% |
| 1Y | +122.9% | +84.6% | +38.3% | +77.2% |
| 3Y | +774.3% | +46.2% | +728.1% | +615.1% |
| 5Y | +2,049.5% | -21.3% | +2,070.8% | +2,013.1% |
| 10Y | +5,821.5% | +213.5% | +5,607.9% | +3,353.6% |
| All | +12,471.5% | +2,076.4% | +10,395.1% | +3,790.7% |
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 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