+203.6%
TGT vs AU
+699.0%
-495.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -5.2% | -4.3% | -1.0% | -5.1% |
| 30D | +1.2% | +7.3% | -6.1% | +1.0% |
| 3M | +18.4% | +26.3% | -7.9% | +17.5% |
| 6M | +33.4% | +1.8% | +31.7% | +33.0% |
| YTD | +63.8% | +26.8% | +37.0% | +61.8% |
| 1Y | +77.2% | +66.7% | +10.5% | +73.4% |
| 3Y | +41.8% | +579.1% | -537.3% | +31.0% |
| 5Y | -25.5% | +689.3% | -714.9% | -31.4% |
| All | +203.6% | +699.0% | -495.4% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling