+49.6%
ON vs TGT
-26.4%
+76.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.7% | -5.0% | +0.3% | -2.6% |
| 30D | -13.5% | +3.0% | -16.5% | -15.0% |
| 3M | -36.3% | +22.6% | -58.9% | -42.7% |
| 6M | +17.8% | +31.2% | -13.4% | +2.2% |
| YTD | +29.6% | +63.7% | -34.1% | +0.4% |
| 1Y | +45.8% | +78.5% | -32.7% | +8.1% |
| 3Y | -28.3% | +40.5% | -68.9% | -45.4% |
| 5Y | +49.6% | -25.6% | +75.2% | +63.4% |
| All | +49.6% | -26.4% | +76.0% | +63.4% |
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 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