+9,717.5%
TER vs TGT
+6,319.4%
+3,398.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -8.9% | +5.5% | -14.4% | -11.0% |
| 30D | -39.1% | +6.0% | -45.1% | -41.0% |
| 3M | -32.8% | +8.0% | -40.8% | -36.0% |
| 6M | -31.7% | +32.3% | -64.0% | -41.9% |
| YTD | +26.9% | +71.3% | -44.3% | -4.4% |
| 1Y | +33.6% | +86.8% | -53.3% | -3.6% |
| 3Y | +181.5% | +67.9% | +113.7% | +101.0% |
| 5Y | +76.1% | -25.1% | +101.2% | +77.6% |
| 10Y | +1,006.2% | +211.8% | +794.4% | +416.4% |
| All | +9,717.5% | +6,319.4% | +3,398.2% | +903.7% |
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