-26.9%
TGT vs ALLE
+49.9%
-76.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +2.6% | -0.6% | +3.2% | +3.0% |
| 30D | +5.0% | +25.3% | -20.4% | -6.4% |
| 3M | +8.5% | +10.3% | -1.8% | +3.1% |
| 6M | +23.8% | +38.0% | -14.3% | +3.9% |
| YTD | +66.5% | +17.8% | +48.7% | +50.4% |
| 1Y | +84.9% | +13.6% | +71.3% | +70.4% |
| 3Y | +59.2% | +89.2% | -30.0% | +6.1% |
| All | -26.9% | +49.9% | -76.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling