-25.6%
TGT vs EW
-29.2%
+3.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -5.0% | -3.4% | -1.7% | -4.3% |
| 30D | +3.0% | -7.4% | +10.4% | +5.0% |
| 3M | +22.6% | +0.9% | +21.7% | +22.2% |
| 6M | +31.2% | +1.2% | +30.0% | +30.4% |
| YTD | +63.7% | +1.8% | +61.9% | +62.0% |
| 1Y | +78.5% | +10.8% | +67.6% | +72.6% |
| 3Y | +40.5% | +17.1% | +23.4% | +25.9% |
| 5Y | -25.6% | -28.2% | +2.6% | -22.7% |
| All | -25.6% | -29.2% | +3.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling