+43.3%
TGT vs ACM
-22.3%
+65.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.3% |
| 7D | -3.6% | -3.7% | +0.1% | -2.5% |
| 30D | +4.4% | -12.7% | +17.1% | +8.2% |
| 3M | +25.4% | -9.8% | +35.2% | +28.4% |
| 6M | +33.4% | -31.4% | +64.8% | +49.3% |
| YTD | +65.6% | -32.1% | +97.7% | +84.1% |
| 1Y | +80.3% | -47.8% | +128.1% | +124.2% |
| All | +43.3% | -22.3% | +65.6% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling