-25.0%
TGT vs ACI
-43.7%
+18.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | -3.6% | -5.0% | +1.5% | -2.3% |
| 30D | +4.4% | -2.3% | +6.7% | +5.0% |
| 3M | +25.4% | -23.2% | +48.6% | +32.7% |
| 6M | +33.4% | -29.5% | +62.8% | +43.9% |
| YTD | +65.6% | -28.6% | +94.2% | +77.5% |
| 1Y | +80.3% | -34.0% | +114.3% | +97.1% |
| 3Y | +42.1% | -45.0% | +87.1% | +61.9% |
| 5Y | -25.0% | -44.0% | +19.0% | -18.9% |
| All | -25.0% | -43.7% | +18.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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