+606.7%
TGT vs BG
+1,192.5%
-585.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -5.0% | +3.7% | -8.8% | -5.9% |
| 30D | +3.0% | +12.3% | -9.3% | +0.1% |
| 3M | +22.6% | -2.2% | +24.8% | +22.6% |
| 6M | +31.2% | +5.3% | +25.9% | +28.5% |
| YTD | +63.7% | +42.4% | +21.3% | +49.0% |
| 1Y | +78.5% | +55.2% | +23.3% | +58.8% |
| 3Y | +40.5% | +21.0% | +19.6% | +31.2% |
| 5Y | -25.6% | +87.1% | -112.7% | -38.0% |
| 10Y | +204.7% | +169.8% | +34.9% | +121.6% |
| All | +606.7% | +1,192.5% | -585.8% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling