+995.4%
TER vs TGT
+206.3%
+789.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +14.4% | +2.6% | +11.7% | +13.5% |
| 30D | -30.6% | +4.7% | -35.3% | -31.8% |
| 3M | -39.2% | +4.6% | -43.7% | -40.7% |
| 6M | -31.3% | +34.9% | -66.1% | -39.5% |
| YTD | +29.1% | +70.9% | -41.8% | +3.9% |
| 1Y | +47.4% | +84.4% | -36.9% | +15.2% |
| 3Y | +191.2% | +69.1% | +122.1% | +122.3% |
| 5Y | +74.0% | -26.9% | +100.9% | +76.3% |
| All | +995.4% | +206.3% | +789.2% | +694.4% |
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 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