+32.6%
NET vs TGT
-26.9%
+59.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -5.0% |
| 7D | -16.4% | +9.5% | -25.9% | -19.9% |
| 30D | -25.8% | +6.6% | -32.5% | -28.5% |
| 3M | -11.5% | +11.0% | -22.5% | -16.5% |
| 6M | +18.9% | +29.9% | -10.9% | +3.0% |
| YTD | +35.2% | +71.4% | -36.2% | +1.1% |
| 1Y | +14.5% | +88.6% | -74.1% | -19.0% |
| 3Y | +313.8% | +61.3% | +252.5% | +163.5% |
| 5Y | +32.6% | -26.8% | +59.4% | +56.9% |
| All | +32.6% | -26.9% | +59.4% | +56.9% |
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