+201.6%
TGT vs ACM
+132.6%
+69.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +2.6% | +5.6% | -3.0% | +0.8% |
| 30D | +4.7% | +20.8% | -16.1% | -1.4% |
| 3M | +4.6% | +11.4% | -6.9% | +0.8% |
| 6M | +34.9% | +0.9% | +33.9% | +33.3% |
| YTD | +70.9% | -24.8% | +95.7% | +84.1% |
| 1Y | +84.4% | -46.4% | +130.8% | +122.7% |
| 3Y | +69.1% | -9.2% | +78.4% | +69.1% |
| 5Y | -26.9% | +5.0% | -31.9% | -30.8% |
| All | +201.6% | +132.6% | +69.0% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling