+80.3%
TGT vs AR
+21.2%
+59.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.6% |
| 30D | +4.4% | +5.5% | -1.1% | +4.4% |
| 3M | +25.4% | +12.9% | +12.5% | +25.5% |
| 6M | +33.4% | +0.1% | +33.3% | +33.6% |
| YTD | +65.6% | +13.5% | +52.1% | +64.8% |
| 1Y | +80.3% | +21.6% | +58.7% | +78.9% |
| All | +80.3% | +21.2% | +59.1% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling