+80.5%
TGT vs ACM
-48.0%
+128.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.7% |
| 7D | -3.6% | -3.7% | +0.1% | -3.0% |
| 30D | +4.4% | -12.7% | +17.1% | +6.2% |
| 3M | +25.4% | -9.8% | +35.2% | +26.7% |
| 6M | +33.4% | -31.4% | +64.8% | +40.7% |
| YTD | +65.6% | -32.1% | +97.7% | +74.0% |
| All | +80.5% | -48.0% | +128.5% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling