+67.4%
TGT vs ACI
+25.9%
+41.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +12.2% | +5.9% | +6.3% | +11.0% |
| 3M | +33.8% | -19.8% | +53.6% | +38.6% |
| 6M | +39.3% | -24.7% | +64.0% | +45.8% |
| YTD | +72.9% | -24.4% | +97.2% | +80.4% |
| 1Y | +84.6% | -31.5% | +116.0% | +96.1% |
| 3Y | +46.2% | -38.7% | +84.9% | +57.6% |
| 5Y | -21.3% | -42.8% | +21.5% | -15.9% |
| All | +67.4% | +25.9% | +41.5% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling