-25.2%
TGT vs ALL
+158.6%
-183.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.5% | -2.6% | +3.0% | +1.1% |
| 30D | +6.7% | +12.7% | -6.1% | +3.4% |
| 3M | +8.4% | +0.4% | +8.0% | +8.1% |
| 6M | +40.7% | +23.8% | +16.9% | +32.3% |
| YTD | +72.2% | +27.8% | +44.4% | +59.9% |
| 1Y | +86.2% | +28.9% | +57.3% | +72.2% |
| 3Y | +68.8% | +113.9% | -45.1% | +26.7% |
| 5Y | -25.2% | +157.4% | -182.6% | -47.9% |
| All | -25.2% | +158.6% | -183.8% | -47.9% |
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