+6.6%
ON vs TGT
+66.9%
-60.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.7% |
| 7D | +12.2% | +2.6% | +9.6% | +11.4% |
| 30D | -3.1% | +4.7% | -7.8% | -4.6% |
| 3M | -12.9% | +4.6% | -17.4% | -14.6% |
| 6M | -38.6% | +34.9% | -73.5% | -45.8% |
| YTD | +31.2% | +70.9% | -39.7% | +4.0% |
| 1Y | +47.6% | +84.4% | -36.7% | +13.0% |
| 3Y | +6.6% | +69.1% | -62.5% | -17.8% |
| All | +6.6% | +66.9% | -60.3% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling