+203.4%
TGT vs ALL
+361.5%
-158.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -5.0% | -4.3% | -0.7% | -3.7% |
| 30D | +3.0% | -3.6% | +6.6% | +4.2% |
| 3M | +22.6% | +13.2% | +9.4% | +17.4% |
| 6M | +31.2% | +22.5% | +8.7% | +22.1% |
| YTD | +63.7% | +22.7% | +41.0% | +51.7% |
| 1Y | +78.5% | +28.3% | +50.2% | +62.5% |
| 3Y | +40.5% | +152.0% | -111.5% | -2.9% |
| 5Y | -25.6% | +115.4% | -141.0% | -46.3% |
| All | +203.4% | +361.5% | -158.1% | +75.3% |
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