+47.6%
ON vs TGT
+86.7%
-39.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -1.4% |
| 7D | -5.8% | +9.5% | -15.3% | -5.2% |
| 30D | -17.1% | +6.6% | -23.7% | -16.5% |
| 3M | -11.8% | +11.0% | -22.8% | -11.3% |
| 6M | -30.2% | +29.9% | -60.0% | -30.7% |
| YTD | +31.6% | +71.4% | -39.9% | +20.9% |
| 1Y | +47.6% | +88.6% | -41.0% | +28.8% |
| All | +47.6% | +86.7% | -39.2% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling