-3.6%
TGT vs COMP
-47.7%
+44.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +12.2% | -13.3% | +25.5% | +14.1% |
| 3M | +33.8% | +41.1% | -7.3% | +27.4% |
| 6M | +39.3% | +17.2% | +22.1% | +34.2% |
| YTD | +72.9% | +5.2% | +67.7% | +67.9% |
| 1Y | +84.6% | +18.9% | +65.6% | +75.3% |
| 3Y | +46.2% | +215.9% | -169.7% | +14.9% |
| 5Y | -21.3% | -31.2% | +9.8% | -35.6% |
| All | -3.6% | -47.7% | +44.0% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling