+46.8%
TGT vs ALM
+2,327.9%
-2,281.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.2% |
| 7D | -0.6% | +8.4% | -9.1% | -0.8% |
| 30D | +9.5% | +34.8% | -25.3% | +8.8% |
| 3M | +32.3% | +16.2% | +16.0% | +31.5% |
| 6M | +37.0% | +2.1% | +34.9% | +36.2% |
| YTD | +71.0% | +117.0% | -46.0% | +66.0% |
| 1Y | +85.0% | +313.9% | -228.8% | +75.9% |
| 3Y | +46.8% | +2,327.9% | -2,281.1% | +25.9% |
| All | +46.8% | +2,327.9% | -2,281.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling