+151.1%
TGT vs ALC
+24.0%
+127.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | +12.2% | -0.1% | +12.3% | +12.2% |
| 3M | +33.8% | +5.9% | +27.9% | +31.7% |
| 6M | +39.3% | -15.9% | +55.2% | +45.0% |
| YTD | +72.9% | -10.1% | +83.0% | +76.2% |
| 1Y | +84.6% | -10.2% | +94.8% | +88.0% |
| 3Y | +46.2% | -13.6% | +59.8% | +49.4% |
| 5Y | -21.3% | -15.1% | -6.2% | -21.2% |
| All | +151.1% | +24.0% | +127.1% | +125.4% |
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 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