+203.4%
TGT vs ACM
+131.7%
+71.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.6% |
| 7D | -5.0% | -5.9% | +0.8% | -3.2% |
| 30D | +3.0% | -6.2% | +9.2% | +4.8% |
| 3M | +22.6% | -7.9% | +30.5% | +25.0% |
| 6M | +31.2% | -30.6% | +61.8% | +45.7% |
| YTD | +63.7% | -33.3% | +97.0% | +82.8% |
| 1Y | +78.5% | -49.2% | +127.7% | +117.7% |
| 3Y | +40.5% | -23.5% | +64.0% | +48.3% |
| 5Y | -25.6% | +0.9% | -26.5% | -28.3% |
| All | +203.4% | +131.7% | +71.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling