+65.7%
T vs TGT
-25.5%
+91.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.6% |
| 30D | +4.6% | +4.4% | +0.2% | +4.0% |
| 3M | +12.2% | +25.4% | -13.1% | +9.1% |
| 6M | -6.5% | +33.4% | -39.8% | -9.8% |
| YTD | +4.9% | +65.6% | -60.7% | -1.4% |
| 1Y | -10.5% | +80.3% | -90.8% | -16.7% |
| 3Y | +104.6% | +42.1% | +62.4% | +90.7% |
| All | +65.7% | -25.5% | +91.2% | +62.6% |
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