-25.1%
TGT vs AU
+686.2%
-711.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -5.2% | -4.3% | -1.0% | -5.0% |
| 30D | +1.2% | +7.3% | -6.1% | +0.7% |
| 3M | +18.4% | +26.3% | -7.9% | +16.6% |
| 6M | +33.4% | +1.8% | +31.7% | +32.6% |
| YTD | +63.8% | +26.8% | +37.0% | +59.2% |
| 1Y | +77.2% | +66.7% | +10.5% | +68.1% |
| 3Y | +41.8% | +579.1% | -537.3% | +13.1% |
| All | -25.1% | +686.2% | -711.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling