+84.6%
TGT vs ECL
+3.0%
+81.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -2.6% | +3.4% | +1.7% |
| 30D | +12.2% | -2.2% | +14.4% | +13.0% |
| 3M | +33.8% | +10.1% | +23.7% | +29.1% |
| 6M | +39.3% | -5.7% | +45.0% | +40.1% |
| YTD | +72.9% | +7.0% | +65.9% | +65.5% |
| 1Y | +84.6% | +2.7% | +81.9% | +79.0% |
| All | +84.6% | +3.0% | +81.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling