+266.5%
TGT vs ALLE
+339.1%
-72.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +2.0% | +3.7% |
| 7D | +4.7% | -0.6% | +5.4% | +5.1% |
| 30D | +8.0% | +26.6% | -18.6% | -1.6% |
| 3M | +11.7% | +13.2% | -1.5% | +6.3% |
| 6M | +34.7% | +42.9% | -8.1% | +16.4% |
| YTD | +74.4% | +21.0% | +53.4% | +59.7% |
| 1Y | +89.2% | +15.2% | +74.0% | +76.7% |
| 3Y | +73.4% | +95.6% | -22.2% | +30.4% |
| 5Y | -24.0% | +53.4% | -77.4% | -38.5% |
| 10Y | +225.5% | +221.5% | +4.0% | +107.9% |
| All | +266.5% | +339.1% | -72.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling