+201.6%
TGT vs ALL
+377.9%
-176.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +2.6% | +5.0% | -2.4% | +1.0% |
| 30D | +4.7% | +13.3% | -8.6% | +0.6% |
| 3M | +4.6% | +3.2% | +1.4% | +3.3% |
| 6M | +34.9% | +25.3% | +9.5% | +24.6% |
| YTD | +70.9% | +30.5% | +40.5% | +55.2% |
| 1Y | +84.4% | +29.2% | +55.2% | +67.8% |
| 3Y | +69.1% | +119.1% | -50.0% | +23.8% |
| 5Y | -26.9% | +162.6% | -189.6% | -50.8% |
| All | +201.6% | +377.9% | -176.3% | +91.4% |
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