+88.6%
TGT vs A
+24.4%
+64.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +5.5% |
| 7D | +9.5% | -2.4% | +11.9% | +9.8% |
| 30D | +6.6% | +3.6% | +3.0% | +6.1% |
| 3M | +11.0% | +27.5% | -16.5% | +7.1% |
| 6M | +29.9% | +58.5% | -28.6% | +21.6% |
| YTD | +71.4% | +31.2% | +40.3% | +64.3% |
| 1Y | +88.6% | +22.2% | +66.4% | +83.4% |
| All | +88.6% | +24.4% | +64.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling