+59.2%
TGT vs COMP
+353.8%
-294.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -0.9% |
| 7D | +2.6% | +13.4% | -10.8% | +1.1% |
| 30D | +5.0% | +11.1% | -6.1% | +3.6% |
| 3M | +8.5% | -18.8% | +27.4% | +10.6% |
| 6M | +23.8% | +10.5% | +13.3% | +21.2% |
| YTD | +66.5% | -3.4% | +69.9% | +63.4% |
| 1Y | +84.9% | +19.7% | +65.2% | +75.9% |
| 3Y | +59.2% | +381.6% | -322.4% | +10.2% |
| All | +59.2% | +353.8% | -294.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling