+1,622.6%
T vs TGT
+6,306.3%
-4,683.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +1.9% |
| 30D | -3.8% | +4.7% | -8.5% | -4.8% |
| 3M | -8.7% | +4.6% | -13.3% | -9.8% |
| 6M | -8.1% | +34.9% | -43.0% | -14.3% |
| YTD | -6.4% | +70.9% | -77.4% | -17.6% |
| 1Y | -9.8% | +84.4% | -94.1% | -21.9% |
| 3Y | +65.5% | +69.1% | -3.6% | +40.3% |
| 5Y | +57.0% | -26.9% | +83.9% | +57.6% |
| 10Y | +60.8% | +207.6% | -146.8% | +9.0% |
| All | +1,622.6% | +6,306.3% | -4,683.7% | +428.2% |
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