+66.9%
T vs TGT
+207.2%
-140.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -2.4% | -5.0% | +2.6% | -1.6% |
| 30D | +4.3% | +3.0% | +1.2% | +3.7% |
| 3M | +11.6% | +22.6% | -11.1% | +7.7% |
| 6M | -5.6% | +31.2% | -36.8% | -10.0% |
| YTD | +6.6% | +63.7% | -57.1% | -2.2% |
| 1Y | -8.4% | +78.5% | -86.9% | -17.3% |
| 3Y | +107.8% | +40.5% | +67.3% | +89.3% |
| 5Y | +68.3% | -25.6% | +93.9% | +70.3% |
| All | +66.9% | +207.2% | -140.2% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling