+208.2%
TGT vs CAPR
-77.3%
+285.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.1% |
| 7D | -3.6% | -12.6% | +9.1% | -3.4% |
| 30D | +4.4% | +124.4% | -120.0% | +3.3% |
| 3M | +25.4% | -66.8% | +92.2% | +25.9% |
| 6M | +33.4% | -71.8% | +105.2% | +34.1% |
| YTD | +65.6% | -70.1% | +135.6% | +66.3% |
| 1Y | +80.3% | +33.3% | +47.0% | +72.8% |
| 3Y | +42.1% | +36.7% | +5.4% | +33.5% |
| 5Y | -25.0% | +72.5% | -97.5% | -30.3% |
| 10Y | +208.2% | -77.3% | +285.5% | +178.9% |
| All | +208.2% | -77.3% | +285.5% | +178.9% |
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