+3.2%
TGT vs AU
+10.1%
-6.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.4% |
| 7D | -5.0% | -7.0% | +1.9% | -3.9% |
| 30D | +3.0% | +7.3% | -4.2% | +1.7% |
| All | +3.2% | +10.1% | -6.8% | +1.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling