-27.2%
TGT vs EW
-7.9%
-19.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.6% | +4.9% | -2.4% | +1.4% |
| 30D | +6.6% | +24.1% | -17.5% | +1.1% |
| 3M | +5.2% | +13.7% | -8.5% | +1.8% |
| 6M | +35.3% | +32.7% | +2.6% | +25.9% |
| YTD | +70.3% | +24.1% | +46.2% | +60.4% |
| 1Y | +81.2% | +23.6% | +57.5% | +70.7% |
| 3Y | +66.9% | +64.8% | +2.2% | +34.9% |
| 5Y | -27.2% | -8.8% | -18.4% | -29.0% |
| All | -27.2% | -7.9% | -19.3% | -29.0% |
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