+84.4%
TGT vs ALB
-15.8%
+100.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +2.6% | -5.8% | +8.4% | +3.0% |
| 30D | +4.7% | -4.5% | +9.2% | +4.9% |
| 3M | +4.6% | -28.1% | +32.6% | +6.3% |
| 6M | +34.9% | -53.2% | +88.0% | +38.4% |
| YTD | +70.9% | -33.3% | +104.2% | +66.4% |
| 1Y | +84.4% | -17.4% | +101.8% | +73.1% |
| All | +84.4% | -15.8% | +100.2% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling