+203.6%
TGT vs EAT
+374.9%
-171.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -5.2% | -7.7% | +2.5% | -4.1% |
| 30D | +1.2% | -13.6% | +14.8% | +3.4% |
| 3M | +18.4% | +33.9% | -15.5% | +13.1% |
| 6M | +33.4% | +47.2% | -13.8% | +24.9% |
| YTD | +63.8% | +48.1% | +15.8% | +52.9% |
| 1Y | +77.2% | +33.7% | +43.5% | +67.2% |
| 3Y | +41.8% | +595.8% | -554.0% | +3.1% |
| 5Y | -25.5% | +314.4% | -339.9% | -44.0% |
| All | +203.6% | +374.9% | -171.4% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling