-28.1%
TGT vs EAT
+363.9%
-392.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +2.6% | -4.0% | +6.6% | +3.6% |
| 30D | +4.7% | -2.9% | +7.6% | +5.1% |
| 3M | +4.6% | -16.9% | +21.4% | +8.6% |
| 6M | +34.9% | +57.0% | -22.1% | +19.9% |
| YTD | +70.9% | +38.2% | +32.7% | +54.9% |
| 1Y | +84.4% | +69.3% | +15.1% | +58.3% |
| 3Y | +69.1% | +483.0% | -413.9% | -3.0% |
| All | -28.1% | +363.9% | -392.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling