-26.4%
NOW vs TGT
-26.9%
+0.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | +2.6% | -5.6% | -3.7% |
| 30D | -26.0% | +5.0% | -31.0% | -27.2% |
| 3M | -13.1% | +8.5% | -21.6% | -15.4% |
| 6M | +14.5% | +23.8% | -9.3% | +7.0% |
| YTD | -33.4% | +66.5% | -100.0% | -43.6% |
| 1Y | -40.6% | +84.9% | -125.5% | -51.4% |
| 3Y | -16.3% | +59.2% | -75.5% | -35.6% |
| All | -26.4% | -26.9% | +0.6% | -15.2% |
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