+218.2%
TER vs TGT
-22.7%
+240.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +11.0% | -0.6% | +11.6% | +11.2% |
| 30D | -1.9% | +9.5% | -11.4% | -5.4% |
| 3M | -0.7% | +32.3% | -32.9% | -11.8% |
| 6M | +36.4% | +37.0% | -0.7% | +19.2% |
| YTD | +92.4% | +71.0% | +21.4% | +53.6% |
| 1Y | +213.5% | +85.0% | +128.5% | +141.4% |
| 3Y | +277.2% | +46.8% | +230.4% | +195.7% |
| All | +218.2% | -22.7% | +240.9% | +228.5% |
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