+88.6%
TGT vs ALLE
+18.6%
+70.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.9% | +5.2% |
| 7D | +9.5% | +6.7% | +2.8% | +7.9% |
| 30D | +6.6% | +25.4% | -18.8% | +1.3% |
| 3M | +11.0% | +16.9% | -6.0% | +6.7% |
| 6M | +29.9% | +46.6% | -16.7% | +19.3% |
| YTD | +71.4% | +22.4% | +49.0% | +57.0% |
| 1Y | +88.6% | +17.7% | +70.9% | +79.3% |
| All | +88.6% | +18.6% | +70.0% | +79.3% |
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