-25.1%
TGT vs ET
+241.8%
-266.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -5.2% | +0.2% | -5.5% | -5.3% |
| 30D | +1.2% | +2.9% | -1.7% | +0.1% |
| 3M | +18.4% | +16.8% | +1.6% | +11.5% |
| 6M | +33.4% | +18.9% | +14.6% | +24.6% |
| YTD | +63.8% | +37.7% | +26.1% | +44.1% |
| 1Y | +77.2% | +32.4% | +44.7% | +58.2% |
| 3Y | +41.8% | +99.5% | -57.7% | +4.6% |
| All | -25.1% | +241.8% | -266.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling