+40.7%
TGT vs AG
-34.8%
+75.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.5% | -4.0% | +4.5% | +0.6% |
| 30D | +6.7% | -13.1% | +19.7% | +6.7% |
| 3M | +8.4% | -22.0% | +30.5% | +8.5% |
| 6M | +40.7% | -37.3% | +78.0% | +39.2% |
| All | +40.7% | -34.8% | +75.5% | +39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling