+43.3%
TGT vs A
+29.6%
+13.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | -3.6% | -4.4% | +0.8% | -2.1% |
| 30D | +4.4% | -2.7% | +7.1% | +5.3% |
| 3M | +25.4% | +7.0% | +18.3% | +22.2% |
| 6M | +33.4% | +24.6% | +8.7% | +22.4% |
| YTD | +65.6% | +7.0% | +58.6% | +60.7% |
| 1Y | +80.3% | +15.6% | +64.7% | +68.4% |
| All | +43.3% | +29.6% | +13.7% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling