+378.4%
TGT vs AG
+284.3%
+94.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +0.5% | -4.0% | +4.5% | +0.7% |
| 30D | +6.7% | -13.1% | +19.7% | +7.4% |
| 3M | +8.4% | -22.0% | +30.5% | +9.8% |
| 6M | +40.7% | -37.3% | +78.0% | +43.7% |
| YTD | +72.2% | -11.2% | +83.4% | +70.8% |
| 1Y | +86.2% | +23.9% | +62.2% | +80.5% |
| 3Y | +68.8% | +225.1% | -156.3% | +51.0% |
| 5Y | -25.2% | +7.7% | -33.0% | -29.9% |
| 10Y | +210.0% | +86.9% | +123.1% | +168.5% |
| All | +378.4% | +284.3% | +94.1% | +168.4% |
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