+24.4%
TGT vs AS
+123.4%
-99.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | +2.6% | -4.9% | +7.5% | +3.7% |
| 30D | +4.7% | +3.9% | +0.8% | +3.9% |
| 3M | +4.6% | -9.6% | +14.2% | +6.5% |
| 6M | +34.9% | -8.7% | +43.5% | +36.8% |
| YTD | +70.9% | -19.8% | +90.7% | +76.9% |
| 1Y | +84.4% | -1.5% | +85.9% | +82.4% |
| All | +24.4% | +123.4% | -99.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling