-27.2%
TGT vs AA
-16.1%
-11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +2.6% | +5.3% | -2.7% | +1.7% |
| 30D | +6.6% | -2.3% | +8.9% | +6.9% |
| 3M | +5.2% | -20.8% | +26.0% | +9.0% |
| 6M | +35.3% | -39.8% | +75.1% | +45.6% |
| YTD | +70.3% | -23.3% | +93.6% | +72.8% |
| 1Y | +81.2% | +1.8% | +79.3% | +73.4% |
| 3Y | +66.9% | +69.5% | -2.6% | +37.6% |
| 5Y | -27.2% | -18.0% | -9.2% | -31.4% |
| All | -27.2% | -16.1% | -11.1% | -31.4% |
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