+43.3%
TGT vs ALB
-29.2%
+72.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.8% |
| 7D | -3.6% | -8.6% | +5.0% | -2.5% |
| 30D | +4.4% | -4.0% | +8.5% | +5.0% |
| 3M | +25.4% | -17.4% | +42.8% | +28.2% |
| 6M | +33.4% | -25.4% | +58.7% | +36.9% |
| YTD | +65.6% | -10.5% | +76.1% | +63.9% |
| 1Y | +80.3% | +75.8% | +4.5% | +57.9% |
| All | +43.3% | -29.2% | +72.6% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling