+380.1%
TGT vs AG
+445.6%
-65.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +12.2% | +19.2% | -7.0% | +11.0% |
| 3M | +33.8% | +6.2% | +27.6% | +32.9% |
| 6M | +39.3% | -26.7% | +66.0% | +40.8% |
| YTD | +72.9% | +26.1% | +46.7% | +68.2% |
| 1Y | +84.6% | +131.7% | -47.1% | +72.0% |
| 3Y | +46.2% | +255.3% | -209.1% | +30.1% |
| 5Y | -21.3% | +61.9% | -83.3% | -28.0% |
| 10Y | +213.5% | +72.0% | +141.5% | +172.8% |
| All | +380.1% | +445.6% | -65.5% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling