-22.7%
TGT vs CAPR
+87.6%
-110.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -1.0% |
| 7D | -0.6% | -9.5% | +8.9% | -0.5% |
| 30D | +9.5% | +121.5% | -112.0% | +8.4% |
| 3M | +32.3% | -65.4% | +97.6% | +32.8% |
| 6M | +37.0% | -67.5% | +104.5% | +37.6% |
| YTD | +71.0% | -68.6% | +139.6% | +71.7% |
| 1Y | +85.0% | +42.7% | +42.3% | +76.3% |
| 3Y | +46.8% | +43.4% | +3.5% | +29.1% |
| 5Y | -22.7% | +86.0% | -108.8% | -33.3% |
| All | -22.7% | +87.6% | -110.3% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling