+433.8%
MAR vs TGT
+207.4%
+226.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -5.2% | +4.7% | +0.7% |
| 30D | -5.4% | +1.2% | -6.6% | -5.8% |
| 3M | -15.5% | +18.4% | -33.9% | -19.3% |
| 6M | +3.0% | +33.4% | -30.5% | -4.7% |
| YTD | +8.5% | +63.8% | -55.3% | -4.7% |
| 1Y | +26.0% | +77.2% | -51.2% | +8.2% |
| 3Y | +68.6% | +41.8% | +26.8% | +47.9% |
| 5Y | +157.4% | -25.5% | +182.9% | +156.4% |
| All | +433.8% | +207.4% | +226.5% | +309.3% |
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