+200.6%
TGT vs ALL
+376.2%
-175.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +6.6% | +12.8% | -6.2% | +2.6% |
| 3M | +5.2% | +4.7% | +0.5% | +3.5% |
| 6M | +35.3% | +24.9% | +10.4% | +25.2% |
| YTD | +70.3% | +30.0% | +40.3% | +54.8% |
| 1Y | +81.2% | +29.9% | +51.2% | +64.5% |
| 3Y | +66.9% | +117.5% | -50.6% | +22.6% |
| 5Y | -27.2% | +161.7% | -188.9% | -50.9% |
| All | +200.6% | +376.2% | -175.7% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling