+84.6%
TGT vs ALLE
-5.8%
+90.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.2% | -6.8% | +19.0% | +13.9% |
| 3M | +33.8% | +21.0% | +12.8% | +27.2% |
| 6M | +39.3% | +1.1% | +38.2% | +39.2% |
| YTD | +72.9% | -0.5% | +73.4% | +68.1% |
| 1Y | +84.6% | -7.3% | +91.8% | +87.5% |
| All | +84.6% | -5.8% | +90.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling