+225.5%
TGT vs ACWI
+226.8%
-1.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +2.6% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +8.0% | -2.8% | +10.8% | +10.5% |
| 3M | +11.7% | -3.2% | +14.8% | +14.5% |
| 6M | +34.7% | +1.3% | +33.5% | +32.4% |
| YTD | +74.4% | +11.2% | +63.2% | +57.7% |
| 1Y | +89.2% | +13.8% | +75.4% | +67.6% |
| 3Y | +73.4% | +76.2% | -2.8% | +6.0% |
| 5Y | -24.0% | +59.5% | -83.5% | -49.8% |
| 10Y | +225.5% | +222.2% | +3.3% | +41.8% |
| All | +225.5% | +226.8% | -1.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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