+321.4%
TGT vs BR
+1,282.8%
-961.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -5.0% | -6.0% | +0.9% | -2.7% |
| 30D | +3.0% | -0.9% | +3.9% | +3.4% |
| 3M | +22.6% | +16.4% | +6.2% | +14.8% |
| 6M | +31.2% | -8.2% | +39.4% | +34.6% |
| YTD | +63.7% | -23.2% | +86.9% | +79.9% |
| 1Y | +78.5% | -30.9% | +109.4% | +105.1% |
| 3Y | +40.5% | -5.0% | +45.5% | +39.1% |
| 5Y | -25.6% | +8.8% | -34.3% | -31.4% |
| 10Y | +204.7% | +190.1% | +14.6% | +78.7% |
| All | +321.4% | +1,282.8% | -961.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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