+392.9%
TGT vs EFV
+256.4%
+136.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -0.6% | +1.0% | -1.6% | -1.3% |
| 30D | +9.5% | +0.2% | +9.4% | +9.4% |
| 3M | +32.3% | +9.6% | +22.6% | +24.5% |
| 6M | +37.0% | +14.0% | +23.0% | +25.4% |
| YTD | +71.0% | +18.5% | +52.6% | +52.5% |
| 1Y | +85.0% | +27.9% | +57.1% | +57.1% |
| 3Y | +46.8% | +92.4% | -45.6% | -3.9% |
| 5Y | -22.7% | +97.2% | -119.9% | -50.2% |
| 10Y | +216.3% | +163.0% | +53.2% | +65.9% |
| All | +392.9% | +256.4% | +136.5% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling