+1,622.6%
T vs TGT
+6,284.4%
-4,661.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.6% | +2.6% | -0.9% | +1.0% |
| 30D | -2.9% | +6.6% | -9.5% | -4.3% |
| 3M | -7.5% | +5.2% | -12.7% | -8.7% |
| 6M | -9.9% | +35.3% | -45.2% | -16.1% |
| YTD | -6.4% | +70.3% | -76.8% | -17.5% |
| 1Y | -9.4% | +81.2% | -90.6% | -21.3% |
| 3Y | +64.9% | +66.9% | -2.1% | +40.2% |
| 5Y | +57.0% | -27.2% | +84.1% | +57.8% |
| 10Y | +60.8% | +206.6% | -145.8% | +9.1% |
| All | +1,622.6% | +6,284.4% | -4,661.8% | +428.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling