+89.2%
TER vs TGT
-24.7%
+113.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +5.9% | +0.5% | +5.4% | +6.0% |
| 30D | -30.8% | +6.7% | -37.4% | -32.4% |
| 3M | -29.9% | +8.4% | -38.4% | -32.4% |
| 6M | -27.5% | +40.7% | -68.2% | -37.4% |
| YTD | +37.5% | +72.2% | -34.8% | +9.3% |
| 1Y | +50.3% | +86.2% | -35.9% | +15.7% |
| 3Y | +204.9% | +68.8% | +136.1% | +124.3% |
| 5Y | +89.2% | -25.2% | +114.4% | +97.6% |
| All | +89.2% | -24.7% | +113.9% | +97.6% |
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