-25.0%
TGT vs ALB
-43.9%
+18.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.7% |
| 7D | -3.6% | -8.6% | +5.0% | -2.2% |
| 30D | +4.4% | -4.0% | +8.5% | +5.1% |
| 3M | +25.4% | -17.4% | +42.8% | +28.8% |
| 6M | +33.4% | -25.4% | +58.7% | +37.9% |
| YTD | +65.6% | -10.5% | +76.1% | +64.1% |
| 1Y | +80.3% | +75.8% | +4.5% | +55.2% |
| 3Y | +42.1% | -28.5% | +70.7% | +36.8% |
| 5Y | -25.0% | -45.1% | +20.1% | -27.4% |
| All | -25.0% | -43.9% | +18.9% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling