+147.5%
TGT vs ALC
+26.4%
+121.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +2.6% | -6.2% | +8.8% | +4.4% |
| 30D | +6.6% | +14.0% | -7.4% | +3.0% |
| 3M | +5.2% | -2.4% | +7.6% | +5.9% |
| 6M | +35.3% | +12.6% | +22.7% | +31.0% |
| YTD | +70.3% | -8.4% | +78.7% | +72.7% |
| 1Y | +81.2% | -9.1% | +90.3% | +84.0% |
| 3Y | +66.9% | -0.3% | +67.2% | +64.2% |
| 5Y | -27.2% | -9.9% | -17.3% | -27.8% |
| All | +147.5% | +26.4% | +121.1% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling