-28.3%
ON vs TGT
+39.8%
-68.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -4.7% | -5.0% | +0.3% | -3.1% |
| 30D | -13.5% | +3.0% | -16.5% | -14.6% |
| 3M | -36.3% | +22.6% | -58.9% | -41.3% |
| 6M | +17.8% | +31.2% | -13.4% | +5.3% |
| YTD | +29.6% | +63.7% | -34.1% | +5.5% |
| 1Y | +45.8% | +78.5% | -32.7% | +14.3% |
| All | -28.3% | +39.8% | -68.1% | -43.4% |
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