+203.6%
TGT vs EFV
+169.9%
+33.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | +1.2% | +0.6% | +0.6% | +0.8% |
| 3M | +18.4% | +7.5% | +10.9% | +12.7% |
| 6M | +33.4% | +13.0% | +20.4% | +22.5% |
| YTD | +63.8% | +18.3% | +45.5% | +45.4% |
| 1Y | +77.2% | +26.7% | +50.4% | +50.2% |
| 3Y | +41.8% | +89.6% | -47.8% | -8.0% |
| 5Y | -25.5% | +98.2% | -123.8% | -53.3% |
| All | +203.6% | +169.9% | +33.7% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling