+339.4%
TGT vs CAPR
-99.1%
+438.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +12.2% | +139.2% | -127.0% | +11.3% |
| 3M | +33.8% | -66.4% | +100.2% | +34.2% |
| 6M | +39.3% | -63.1% | +102.4% | +39.5% |
| YTD | +72.9% | -67.4% | +140.3% | +73.2% |
| 1Y | +84.6% | +58.2% | +26.3% | +79.3% |
| 3Y | +46.2% | +42.2% | +4.0% | +40.8% |
| 5Y | -21.3% | +87.3% | -108.6% | -24.6% |
| 10Y | +213.5% | -75.3% | +288.8% | +195.7% |
| All | +339.4% | -99.1% | +438.5% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling