+4,779.2%
TGT vs EL
+1,685.7%
+3,093.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.7% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +12.2% | +19.8% | -7.7% | +5.5% |
| 3M | +33.8% | +25.7% | +8.1% | +23.8% |
| 6M | +39.3% | +5.4% | +33.8% | +34.6% |
| YTD | +72.9% | +0.2% | +72.6% | +68.1% |
| 1Y | +84.6% | +20.4% | +64.1% | +67.8% |
| 3Y | +46.2% | -32.1% | +78.4% | +50.6% |
| 5Y | -21.3% | -67.2% | +45.8% | +1.1% |
| 10Y | +213.5% | +31.7% | +181.8% | +142.3% |
| All | +4,779.2% | +1,685.7% | +3,093.5% | +1,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling