+41.7%
TGT vs ALC
-18.5%
+60.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -5.0% | -7.7% | +2.6% | -3.1% |
| 30D | +3.0% | -11.7% | +14.7% | +6.4% |
| 3M | +22.6% | +0.7% | +22.0% | +22.5% |
| 6M | +31.2% | -17.1% | +48.3% | +36.6% |
| YTD | +63.7% | -15.1% | +78.8% | +68.7% |
| 1Y | +78.5% | -14.1% | +92.6% | +82.9% |
| All | +41.7% | -18.5% | +60.2% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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