-25.6%
TGT vs EL
-69.5%
+43.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -5.0% | -4.4% | -0.7% | -3.8% |
| 30D | +3.0% | +10.3% | -7.2% | -0.1% |
| 3M | +22.6% | +13.4% | +9.3% | +17.8% |
| 6M | +31.2% | +3.1% | +28.1% | +28.4% |
| YTD | +63.7% | -6.9% | +70.6% | +63.5% |
| 1Y | +78.5% | +11.9% | +66.6% | +66.9% |
| 3Y | +40.5% | -33.8% | +74.3% | +47.0% |
| 5Y | -25.6% | -69.0% | +43.4% | +0.7% |
| All | -25.6% | -69.5% | +43.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling