+250.0%
TGT vs ALM
+7,705.7%
-7,455.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.8% | -2.6% | +3.4% | +0.8% |
| 30D | +12.2% | +32.0% | -19.8% | +12.1% |
| 3M | +33.8% | -15.0% | +48.8% | +33.8% |
| 6M | +39.3% | -10.1% | +49.4% | +39.3% |
| YTD | +72.9% | +99.4% | -26.6% | +72.6% |
| 1Y | +84.6% | +316.4% | -231.8% | +84.0% |
| 3Y | +46.2% | +2,022.0% | -1,975.8% | +45.3% |
| 5Y | -21.3% | +941.2% | -962.5% | -21.8% |
| 10Y | +213.5% | +2,950.3% | -2,736.8% | +211.6% |
| All | +250.0% | +7,705.7% | -7,455.8% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling