+5,382.6%
TGT vs ALB
+2,114.0%
+3,268.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.8% |
| 7D | +5.5% | +5.3% | +0.3% | +4.3% |
| 30D | +6.0% | -6.3% | +12.3% | +7.4% |
| 3M | +8.0% | -27.4% | +35.4% | +15.8% |
| 6M | +32.3% | -53.1% | +85.4% | +55.5% |
| YTD | +71.3% | -32.3% | +103.6% | +80.8% |
| 1Y | +86.8% | -7.3% | +94.1% | +82.3% |
| 3Y | +67.9% | -14.9% | +82.8% | +53.7% |
| 5Y | -25.1% | -62.0% | +37.0% | -19.9% |
| 10Y | +211.8% | +33.0% | +178.8% | +114.7% |
| All | +5,382.6% | +2,114.0% | +3,268.6% | +1,684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling