-28.1%
TGT vs ECL
+38.6%
-66.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +2.6% | +2.9% | -0.2% | +1.1% |
| 30D | +4.7% | +7.5% | -2.8% | +0.9% |
| 3M | +4.6% | +12.2% | -7.7% | -1.6% |
| 6M | +34.9% | +24.6% | +10.3% | +19.7% |
| YTD | +70.9% | +18.8% | +52.1% | +54.6% |
| 1Y | +84.4% | +19.3% | +65.0% | +66.1% |
| 3Y | +69.1% | +78.2% | -9.1% | +19.8% |
| All | -28.1% | +38.6% | -66.7% | -49.1% |
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