+263.3%
TGT vs ALLE
+260.9%
+2.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.2% | -6.8% | +19.0% | +15.2% |
| 3M | +33.8% | +21.0% | +12.8% | +23.5% |
| 6M | +39.3% | +1.1% | +38.2% | +37.5% |
| YTD | +72.9% | -0.5% | +73.4% | +71.0% |
| 1Y | +84.6% | -7.3% | +91.8% | +87.7% |
| 3Y | +46.2% | +42.3% | +4.0% | +24.4% |
| 5Y | -21.3% | +13.5% | -34.8% | -29.0% |
| 10Y | +213.5% | +144.0% | +69.5% | +120.3% |
| All | +263.3% | +260.9% | +2.4% | +135.6% |
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