+25.8%
TGT vs AS
+120.4%
-94.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.5% |
| 7D | +0.8% | -4.9% | +5.7% | +1.7% |
| 30D | +12.2% | -19.6% | +31.8% | +17.0% |
| 3M | +33.8% | -14.4% | +48.2% | +37.7% |
| 6M | +39.3% | -20.1% | +59.4% | +44.8% |
| YTD | +72.9% | -20.9% | +93.8% | +79.5% |
| 1Y | +84.6% | -21.9% | +106.4% | +91.4% |
| All | +25.8% | +120.4% | -94.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling