-25.0%
TGT vs ALC
-17.4%
-7.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -3.6% | -5.3% | +1.7% | -1.8% |
| 30D | +4.4% | -7.1% | +11.5% | +6.9% |
| 3M | +25.4% | +0.8% | +24.6% | +25.0% |
| 6M | +33.4% | -16.0% | +49.4% | +40.2% |
| YTD | +65.6% | -12.7% | +78.3% | +71.1% |
| 1Y | +80.3% | -12.8% | +93.1% | +86.0% |
| 3Y | +42.1% | -15.8% | +58.0% | +47.1% |
| 5Y | -25.0% | -16.7% | -8.4% | -24.4% |
| All | -25.0% | -17.4% | -7.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling