+48.0%
TGT vs ALL
+151.7%
-103.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +9.5% | -4.7% | +14.2% | +10.1% |
| 3M | +32.3% | +18.4% | +13.9% | +29.2% |
| 6M | +37.0% | +20.5% | +16.5% | +33.5% |
| YTD | +71.0% | +23.5% | +47.5% | +65.7% |
| 1Y | +85.0% | +29.0% | +56.0% | +77.8% |
| All | +48.0% | +151.7% | -103.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling