-25.2%
TGT vs ALC
-10.6%
-14.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.3% |
| 7D | +0.5% | -6.3% | +6.7% | +2.7% |
| 30D | +6.7% | +12.6% | -5.9% | +2.5% |
| 3M | +8.4% | -3.8% | +12.2% | +9.8% |
| 6M | +40.7% | +16.8% | +23.9% | +33.4% |
| YTD | +72.2% | -7.6% | +79.8% | +74.6% |
| 1Y | +86.2% | -5.9% | +92.0% | +87.2% |
| 3Y | +68.8% | +0.6% | +68.2% | +62.5% |
| 5Y | -25.2% | -9.5% | -15.8% | -26.0% |
| All | -25.2% | -10.6% | -14.6% | -26.0% |
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