-25.6%
TGT vs EAT
+308.2%
-333.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.0% | -6.2% | +1.2% | -3.7% |
| 30D | +3.0% | -3.0% | +6.1% | +3.6% |
| 3M | +22.6% | +45.6% | -23.0% | +12.1% |
| 6M | +31.2% | +53.5% | -22.3% | +17.3% |
| YTD | +63.7% | +49.6% | +14.1% | +46.9% |
| 1Y | +78.5% | +38.9% | +39.6% | +62.0% |
| 3Y | +40.5% | +589.7% | -549.1% | -20.2% |
| 5Y | -25.6% | +318.7% | -344.2% | -58.4% |
| All | -25.6% | +308.2% | -333.7% | -58.4% |
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