+43.3%
TGT vs EW
+16.4%
+26.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.6% | -5.1% | +1.5% | -2.9% |
| 30D | +4.4% | -6.4% | +10.8% | +5.3% |
| 3M | +25.4% | -1.6% | +26.9% | +25.5% |
| 6M | +33.4% | +2.3% | +31.1% | +32.7% |
| YTD | +65.6% | +1.1% | +64.5% | +64.8% |
| 1Y | +80.3% | +8.0% | +72.3% | +77.7% |
| All | +43.3% | +16.4% | +26.9% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling