+6,170.5%
TGT vs AA
+215.1%
+5,955.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +4.7% | -0.6% | +5.3% | +4.7% |
| 3M | +4.6% | -19.7% | +24.2% | +9.2% |
| 6M | +34.9% | -41.6% | +76.4% | +49.2% |
| YTD | +70.9% | -24.6% | +95.5% | +75.9% |
| 1Y | +84.4% | +4.9% | +79.5% | +75.4% |
| 3Y | +69.1% | +66.8% | +2.3% | +37.5% |
| 5Y | -26.9% | -19.4% | -7.5% | -34.4% |
| 10Y | +207.6% | +43.1% | +164.5% | +98.9% |
| All | +6,170.5% | +215.1% | +5,955.4% | +2,053.5% |
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