+201.6%
TGT vs CAPR
-65.7%
+267.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | +2.6% | +5.9% | -3.3% | +2.5% |
| 30D | +4.7% | +44.6% | -39.9% | +4.2% |
| 3M | +4.6% | +126.4% | -121.8% | +3.3% |
| 6M | +34.9% | -68.6% | +103.4% | +35.4% |
| YTD | +70.9% | -67.0% | +137.9% | +71.2% |
| 1Y | +84.4% | +65.2% | +19.2% | +76.1% |
| 3Y | +69.1% | +235.6% | -166.4% | +57.0% |
| 5Y | -26.9% | +175.4% | -202.4% | -32.5% |
| All | +201.6% | -65.7% | +267.3% | +178.5% |
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