-25.6%
TGT vs AG
+64.4%
-90.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.7% |
| 7D | -5.0% | -5.8% | +0.7% | -4.6% |
| 30D | +3.0% | +6.4% | -3.3% | +2.4% |
| 3M | +22.6% | +28.4% | -5.7% | +19.4% |
| 6M | +31.2% | -24.5% | +55.7% | +33.3% |
| YTD | +63.7% | +21.2% | +42.5% | +56.3% |
| 1Y | +78.5% | +114.1% | -35.6% | +57.9% |
| 3Y | +40.5% | +268.0% | -227.5% | +10.2% |
| 5Y | -25.6% | +67.3% | -92.9% | -38.7% |
| All | -25.6% | +64.4% | -90.0% | -38.7% |
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