+31.2%
TGT vs AU
-3.1%
+34.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -1.0% |
| 7D | -5.0% | -7.0% | +1.9% | -4.8% |
| 30D | +3.0% | +7.3% | -4.2% | +2.8% |
| 3M | +22.6% | +33.2% | -10.6% | +21.9% |
| 6M | +31.2% | -0.6% | +31.8% | +31.6% |
| All | +31.2% | -3.1% | +34.3% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling