+208.2%
TGT vs ACWI
+226.5%
-18.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +4.4% | -0.6% | +5.0% | +4.9% |
| 3M | +25.4% | +4.3% | +21.1% | +20.7% |
| 6M | +33.4% | +12.7% | +20.7% | +19.7% |
| YTD | +65.6% | +13.9% | +51.7% | +47.0% |
| 1Y | +80.3% | +20.5% | +59.8% | +52.5% |
| 3Y | +42.1% | +76.5% | -34.4% | -13.0% |
| 5Y | -25.0% | +67.5% | -92.5% | -52.2% |
| 10Y | +208.2% | +231.8% | -23.6% | +25.3% |
| All | +208.2% | +226.5% | -18.3% | +25.3% |
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