+201.6%
TGT vs AG
+76.0%
+125.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.5% |
| 7D | +2.6% | -10.0% | +12.6% | +3.2% |
| 30D | +4.7% | -10.5% | +15.2% | +5.3% |
| 3M | +4.6% | -27.3% | +31.8% | +6.1% |
| 6M | +34.9% | -43.0% | +77.8% | +38.3% |
| YTD | +70.9% | -17.9% | +88.8% | +70.0% |
| 1Y | +84.4% | +11.9% | +72.4% | +79.6% |
| 3Y | +69.1% | +201.8% | -132.7% | +51.8% |
| 5Y | -26.9% | -0.1% | -26.9% | -32.4% |
| All | +201.6% | +76.0% | +125.6% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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