+153.1%
MAR vs TGT
-26.4%
+179.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.1% | -5.0% | +3.0% | -0.7% |
| 30D | -5.7% | +3.0% | -8.7% | -6.6% |
| 3M | -14.6% | +22.6% | -37.2% | -19.7% |
| 6M | +1.3% | +31.2% | -29.9% | -6.7% |
| YTD | +6.7% | +63.7% | -57.0% | -8.1% |
| 1Y | +26.4% | +78.5% | -52.1% | +6.0% |
| 3Y | +64.7% | +40.5% | +24.2% | +40.6% |
| 5Y | +153.1% | -25.6% | +178.6% | +155.1% |
| All | +153.1% | -26.4% | +179.4% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling