+282.9%
TGT vs AR
-27.2%
+310.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.8% | +2.5% | -1.7% | +0.6% |
| 30D | +12.2% | +14.8% | -2.6% | +11.1% |
| 3M | +33.8% | +6.2% | +27.6% | +33.1% |
| 6M | +39.3% | +4.3% | +35.0% | +38.5% |
| YTD | +72.9% | +14.4% | +58.5% | +70.6% |
| 1Y | +84.6% | +21.3% | +63.2% | +81.1% |
| 3Y | +46.2% | +39.8% | +6.4% | +40.6% |
| 5Y | -21.3% | +142.1% | -163.4% | -27.2% |
| 10Y | +213.5% | +52.0% | +161.5% | +187.4% |
| All | +282.9% | -27.2% | +310.1% | +264.1% |
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