+68.5%
TGT vs AA
+70.6%
-2.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +2.6% | +5.3% | -2.7% | +1.8% |
| 30D | +6.6% | -2.3% | +8.9% | +6.9% |
| 3M | +5.2% | -20.8% | +26.0% | +8.5% |
| 6M | +35.3% | -39.8% | +75.1% | +44.5% |
| YTD | +70.3% | -23.3% | +93.6% | +71.4% |
| 1Y | +81.2% | +1.8% | +79.3% | +71.6% |
| All | +68.5% | +70.6% | -2.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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