+88.6%
TGT vs EFV
+25.8%
+62.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.2% |
| 7D | +9.5% | +2.9% | +6.6% | +8.1% |
| 30D | +6.6% | +3.6% | +3.0% | +5.0% |
| 3M | +11.0% | -0.1% | +11.1% | +10.9% |
| 6M | +29.9% | +9.6% | +20.2% | +25.3% |
| YTD | +71.4% | +17.0% | +54.5% | +50.5% |
| 1Y | +88.6% | +25.7% | +63.0% | +47.0% |
| All | +88.6% | +25.8% | +62.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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