-25.2%
TGT vs AG
+4.5%
-29.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +0.5% | -4.0% | +4.5% | +0.8% |
| 30D | +6.7% | -13.1% | +19.7% | +7.8% |
| 3M | +8.4% | -22.0% | +30.5% | +10.4% |
| 6M | +40.7% | -37.3% | +78.0% | +45.5% |
| YTD | +72.2% | -11.2% | +83.4% | +68.4% |
| 1Y | +86.2% | +23.9% | +62.2% | +74.7% |
| 3Y | +68.8% | +225.1% | -156.3% | +31.9% |
| 5Y | -25.2% | +7.7% | -33.0% | -34.5% |
| All | -25.2% | +4.5% | -29.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling