+250.0%
TGT vs ALLE
+327.3%
-77.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.9% |
| 30D | +5.0% | +25.3% | -20.4% | -4.0% |
| 3M | +8.5% | +10.3% | -1.8% | +4.3% |
| 6M | +23.8% | +38.0% | -14.3% | +8.3% |
| YTD | +66.5% | +17.8% | +48.7% | +54.0% |
| 1Y | +84.9% | +13.6% | +71.3% | +73.5% |
| 3Y | +59.2% | +89.2% | -30.0% | +21.2% |
| 5Y | -27.2% | +51.1% | -78.3% | -40.6% |
| 10Y | +221.5% | +228.1% | -6.7% | +105.0% |
| All | +250.0% | +327.3% | -77.3% | +112.3% |
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 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