+5,672.1%
TGT vs ALL
+3,667.9%
+2,004.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.8% | 0.0% | +0.7% | +0.8% |
| 30D | +12.2% | -1.5% | +13.7% | +12.6% |
| 3M | +33.8% | +23.6% | +10.2% | +23.7% |
| 6M | +39.3% | +22.3% | +17.0% | +29.0% |
| YTD | +72.9% | +26.5% | +46.3% | +57.5% |
| 1Y | +84.6% | +27.0% | +57.5% | +67.5% |
| 3Y | +46.2% | +149.6% | -103.4% | +2.1% |
| 5Y | -21.3% | +118.1% | -139.4% | -43.3% |
| 10Y | +213.5% | +369.0% | -155.4% | +66.6% |
| All | +5,672.1% | +3,667.9% | +2,004.2% | +1,636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling