+25.3%
TGT vs AS
+131.9%
-106.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | +0.5% | -3.0% | +3.5% | +1.1% |
| 30D | +6.7% | +9.6% | -2.9% | +4.7% |
| 3M | +8.4% | -8.2% | +16.6% | +10.1% |
| 6M | +40.7% | -9.9% | +50.6% | +43.0% |
| YTD | +72.2% | -16.8% | +89.0% | +76.9% |
| 1Y | +86.2% | +3.0% | +83.2% | +82.5% |
| All | +25.3% | +131.9% | -106.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling