-25.0%
TGT vs ALL
+115.1%
-140.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +4.4% | -5.6% | +10.0% | +5.9% |
| 3M | +25.4% | +17.2% | +8.1% | +19.9% |
| 6M | +33.4% | +23.2% | +10.1% | +25.6% |
| YTD | +65.6% | +23.6% | +42.0% | +55.3% |
| 1Y | +80.3% | +29.2% | +51.1% | +66.6% |
| 3Y | +42.1% | +153.8% | -111.7% | +0.3% |
| 5Y | -25.0% | +116.1% | -141.1% | -43.0% |
| All | -25.0% | +115.1% | -140.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling