+200.6%
TGT vs CAPR
-63.2%
+263.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.0% |
| 7D | +2.6% | +19.1% | -16.5% | +2.3% |
| 30D | +6.6% | +48.8% | -42.2% | +6.1% |
| 3M | +5.2% | +144.4% | -139.2% | +3.9% |
| 6M | +35.3% | -67.5% | +102.8% | +35.8% |
| YTD | +70.3% | -64.5% | +134.8% | +70.5% |
| 1Y | +81.2% | +74.4% | +6.7% | +72.9% |
| 3Y | +66.9% | +265.7% | -198.8% | +54.8% |
| 5Y | -27.2% | +196.0% | -223.1% | -32.8% |
| All | +200.6% | -63.2% | +263.7% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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