+6,175.2%
TGT vs ETR
+4,465.2%
+1,710.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | +9.5% | +1.9% | +7.7% | +8.9% |
| 3M | +32.3% | +1.0% | +31.3% | +31.7% |
| 6M | +37.0% | +4.8% | +32.2% | +34.7% |
| YTD | +71.0% | +19.5% | +51.5% | +61.8% |
| 1Y | +85.0% | +28.1% | +56.9% | +71.4% |
| 3Y | +46.8% | +151.1% | -104.3% | +10.5% |
| 5Y | -22.7% | +125.2% | -147.9% | -40.4% |
| 10Y | +216.3% | +291.1% | -74.9% | +103.7% |
| All | +6,175.2% | +4,465.2% | +1,710.0% | +1,988.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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