-25.0%
TGT vs APA
+177.1%
-202.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.7% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +4.4% | +9.3% | -4.9% | +2.6% |
| 3M | +25.4% | +23.3% | +2.0% | +20.1% |
| 6M | +33.4% | +39.5% | -6.1% | +23.4% |
| YTD | +65.6% | +87.6% | -22.0% | +43.6% |
| 1Y | +80.3% | +114.2% | -34.0% | +50.9% |
| 3Y | +42.1% | +13.6% | +28.6% | +29.9% |
| 5Y | -25.0% | +175.6% | -200.6% | -40.4% |
| All | -25.0% | +177.1% | -202.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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