+208.2%
TGT vs AR
+43.0%
+165.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +4.4% | +5.5% | -1.1% | +4.0% |
| 3M | +25.4% | +12.9% | +12.5% | +24.1% |
| 6M | +33.4% | +0.1% | +33.3% | +33.0% |
| YTD | +65.6% | +13.5% | +52.1% | +63.3% |
| 1Y | +80.3% | +21.6% | +58.7% | +76.6% |
| 3Y | +42.1% | +46.0% | -3.8% | +35.9% |
| 5Y | -25.0% | +143.7% | -168.7% | -30.9% |
| 10Y | +208.2% | +44.3% | +163.9% | +205.7% |
| All | +208.2% | +43.0% | +165.2% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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