+5,433.7%
TGT vs ALB
+2,835.3%
+2,598.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.3% |
| 7D | +0.8% | -8.1% | +8.8% | +2.7% |
| 30D | +12.2% | +6.3% | +5.9% | +10.5% |
| 3M | +33.8% | -23.6% | +57.4% | +41.3% |
| 6M | +39.3% | -24.6% | +63.9% | +45.7% |
| YTD | +72.9% | -10.3% | +83.1% | +71.6% |
| 1Y | +84.6% | +61.5% | +23.1% | +56.5% |
| 3Y | +46.2% | -34.0% | +80.2% | +43.4% |
| 5Y | -21.3% | -44.6% | +23.2% | -23.0% |
| 10Y | +213.5% | +76.1% | +137.4% | +102.6% |
| All | +5,433.7% | +2,835.3% | +2,598.5% | +1,594.0% |
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