+69.1%
TGT vs ALLE
+94.0%
-24.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +2.6% | +3.6% | -0.9% | +1.2% |
| 30D | +4.7% | +25.9% | -21.2% | -4.4% |
| 3M | +4.6% | +15.8% | -11.2% | -1.4% |
| 6M | +34.9% | +48.1% | -13.2% | +14.4% |
| YTD | +70.9% | +22.0% | +48.9% | +56.0% |
| 1Y | +84.4% | +18.0% | +66.3% | +71.1% |
| 3Y | +69.1% | +93.1% | -24.0% | +23.8% |
| All | +69.1% | +94.0% | -24.9% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling