-25.0%
TGT vs ECL
+25.4%
-50.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.1% |
| 7D | -3.6% | -2.7% | -0.8% | -2.1% |
| 30D | +4.4% | -4.3% | +8.7% | +6.8% |
| 3M | +25.4% | +3.2% | +22.1% | +23.1% |
| 6M | +33.4% | -2.9% | +36.3% | +34.8% |
| YTD | +65.6% | +4.3% | +61.3% | +60.5% |
| 1Y | +80.3% | +1.6% | +78.6% | +76.7% |
| 3Y | +42.1% | +54.3% | -12.1% | +9.3% |
| 5Y | -25.0% | +26.5% | -51.5% | -41.9% |
| All | -25.0% | +25.4% | -50.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling