+203.6%
TGT vs ALM
+2,589.2%
-2,385.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | -5.2% | -11.8% | +6.6% | -5.0% |
| 30D | +1.2% | +7.8% | -6.6% | +1.0% |
| 3M | +18.4% | -9.3% | +27.6% | +18.4% |
| 6M | +33.4% | -30.5% | +63.9% | +33.8% |
| YTD | +63.8% | +75.8% | -12.0% | +60.4% |
| 1Y | +77.2% | +241.2% | -164.0% | +70.4% |
| 3Y | +41.8% | +1,872.6% | -1,830.8% | +28.4% |
| 5Y | -25.5% | +849.6% | -875.1% | -32.0% |
| All | +203.6% | +2,589.2% | -2,385.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling