-25.1%
TGT vs AA
+1.1%
-26.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -4.7% |
| 30D | +1.2% | -5.8% | +7.0% | +2.0% |
| 3M | +18.4% | -29.9% | +48.3% | +24.9% |
| 6M | +33.4% | -27.0% | +60.5% | +38.3% |
| YTD | +63.8% | -8.7% | +72.5% | +61.9% |
| 1Y | +77.2% | +50.6% | +26.5% | +57.9% |
| 3Y | +41.8% | +74.1% | -32.3% | +17.6% |
| All | -25.1% | +1.1% | -26.2% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling