+279.4%
TGT vs AR
-30.5%
+309.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.4% | +2.6% |
| 7D | +5.5% | -5.8% | +11.3% | +5.9% |
| 30D | +6.0% | +4.8% | +1.2% | +5.6% |
| 3M | +8.0% | +1.5% | +6.5% | +7.7% |
| 6M | +32.3% | +4.7% | +27.6% | +31.5% |
| YTD | +71.3% | +9.2% | +62.1% | +69.3% |
| 1Y | +86.8% | +11.2% | +75.7% | +84.3% |
| 3Y | +67.9% | +46.2% | +21.6% | +60.7% |
| 5Y | -25.1% | +98.1% | -123.1% | -29.9% |
| 10Y | +211.8% | +54.5% | +157.3% | +185.7% |
| All | +279.4% | -30.5% | +309.9% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling