+88.6%
TGT vs EW
+19.7%
+69.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.4% | +1.2% | +4.9% |
| 7D | +9.5% | +8.3% | +1.2% | +8.2% |
| 30D | +6.6% | +13.9% | -7.3% | +4.7% |
| 3M | +11.0% | +10.9% | +0.1% | +9.4% |
| 6M | +29.9% | +19.2% | +10.6% | +26.2% |
| YTD | +71.4% | +16.6% | +54.9% | +66.4% |
| 1Y | +88.6% | +18.1% | +70.5% | +81.9% |
| All | +88.6% | +19.7% | +69.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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