+6,242.0%
TGT vs AA
+295.2%
+5,946.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +12.2% | +5.0% | +7.2% | +10.7% |
| 3M | +33.8% | -35.8% | +69.6% | +45.9% |
| 6M | +39.3% | -18.4% | +57.7% | +42.3% |
| YTD | +72.9% | -5.5% | +78.3% | +69.7% |
| 1Y | +84.6% | +61.0% | +23.6% | +58.9% |
| 3Y | +46.2% | +66.2% | -20.0% | +19.0% |
| 5Y | -21.3% | +11.4% | -32.7% | -34.8% |
| 10Y | +213.5% | +116.9% | +96.7% | +82.4% |
| All | +6,242.0% | +295.2% | +5,946.8% | +1,978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling