+203.6%
TGT vs BG
+166.7%
+36.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -5.2% | +3.1% | -8.4% | -6.0% |
| 30D | +1.2% | +10.2% | -9.0% | -1.3% |
| 3M | +18.4% | -1.7% | +20.1% | +18.3% |
| 6M | +33.4% | +1.0% | +32.5% | +32.1% |
| YTD | +63.8% | +39.9% | +23.9% | +49.0% |
| 1Y | +77.2% | +53.2% | +23.9% | +57.1% |
| 3Y | +41.8% | +16.3% | +25.5% | +32.8% |
| 5Y | -25.5% | +83.9% | -109.4% | -37.8% |
| All | +203.6% | +166.7% | +36.9% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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