+88.6%
TGT vs ET
+24.7%
+63.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.1% | +5.0% |
| 7D | +9.5% | -6.0% | +15.5% | +8.5% |
| 30D | +6.6% | -6.1% | +12.7% | +5.9% |
| 3M | +11.0% | -2.7% | +13.6% | +10.3% |
| 6M | +29.9% | +0.2% | +29.6% | +29.2% |
| YTD | +71.4% | +24.3% | +47.1% | +71.1% |
| 1Y | +88.6% | +26.4% | +62.2% | +87.5% |
| All | +88.6% | +24.7% | +63.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling