-26.9%
TGT vs COMP
-17.6%
-9.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -1.1% |
| 7D | +2.6% | +13.4% | -10.8% | +0.9% |
| 30D | +5.0% | +11.1% | -6.1% | +3.3% |
| 3M | +8.5% | -18.8% | +27.4% | +11.0% |
| 6M | +23.8% | +10.5% | +13.3% | +20.7% |
| YTD | +66.5% | -3.4% | +69.9% | +62.9% |
| 1Y | +84.9% | +19.7% | +65.2% | +75.1% |
| 3Y | +59.2% | +381.6% | -322.4% | +16.7% |
| All | -26.9% | -17.6% | -9.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling