+7,843.3%
FIX vs TGT
+1,996.6%
+5,846.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.4% |
| 7D | -17.5% | +2.6% | -20.1% | -18.5% |
| 30D | -41.6% | +5.0% | -46.5% | -42.9% |
| 3M | -40.6% | +8.5% | -49.1% | -42.8% |
| 6M | -49.4% | +23.8% | -73.1% | -53.9% |
| YTD | +9.2% | +66.5% | -57.3% | -10.5% |
| 1Y | +6.5% | +84.9% | -78.4% | -16.0% |
| 3Y | +448.7% | +59.2% | +389.5% | +332.9% |
| 5Y | +948.7% | -27.2% | +975.9% | +951.7% |
| 10Y | +3,659.7% | +221.5% | +3,438.3% | +2,057.5% |
| All | +7,843.3% | +1,996.6% | +5,846.8% | +2,369.8% |
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