-25.0%
TGT vs ALM
+958.0%
-983.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.1% |
| 7D | -3.6% | +3.6% | -7.2% | -3.7% |
| 30D | +4.4% | +33.8% | -29.4% | +3.4% |
| 3M | +25.4% | +14.8% | +10.6% | +24.4% |
| 6M | +33.4% | -7.0% | +40.3% | +32.6% |
| YTD | +65.6% | +108.1% | -42.5% | +59.2% |
| 1Y | +80.3% | +313.8% | -233.5% | +68.0% |
| 3Y | +42.1% | +2,227.6% | -2,185.5% | +16.1% |
| 5Y | -25.0% | +956.6% | -981.6% | -38.5% |
| All | -25.0% | +958.0% | -983.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling