+69.1%
TGT vs EL
+3.0%
+66.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.3% |
| 30D | +4.7% | +10.0% | -5.3% | +2.2% |
| 3M | +4.6% | +28.4% | -23.9% | -2.1% |
| 6M | +34.9% | +37.1% | -2.2% | +23.8% |
| YTD | +70.9% | +7.8% | +63.1% | +64.6% |
| 1Y | +84.4% | +26.0% | +58.3% | +69.7% |
| 3Y | +69.1% | +3.8% | +65.3% | +46.9% |
| All | +69.1% | +3.0% | +66.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling