-22.7%
TGT vs AR
+140.6%
-163.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | -0.6% | -1.8% | +1.2% | -0.4% |
| 30D | +9.5% | +12.6% | -3.1% | +7.9% |
| 3M | +32.3% | +10.0% | +22.2% | +30.5% |
| 6M | +37.0% | +0.6% | +36.4% | +36.3% |
| YTD | +71.0% | +13.4% | +57.6% | +66.9% |
| 1Y | +85.0% | +21.7% | +63.3% | +78.2% |
| 3Y | +46.8% | +45.8% | +1.0% | +34.2% |
| 5Y | -22.7% | +144.3% | -167.0% | -31.8% |
| All | -22.7% | +140.6% | -163.4% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling