+726.8%
TGT vs EW
+8,331.5%
-7,604.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.1% |
| 7D | +2.6% | +4.9% | -2.3% | +1.8% |
| 30D | +4.7% | +23.9% | -19.3% | +0.8% |
| 3M | +4.6% | +15.8% | -11.2% | +1.8% |
| 6M | +34.9% | +31.7% | +3.2% | +28.2% |
| YTD | +70.9% | +25.7% | +45.2% | +63.3% |
| 1Y | +84.4% | +24.4% | +59.9% | +76.4% |
| 3Y | +69.1% | +65.9% | +3.3% | +50.1% |
| 5Y | -26.9% | -7.6% | -19.3% | -28.7% |
| 10Y | +207.6% | +253.2% | -45.6% | +137.7% |
| All | +726.8% | +8,331.5% | -7,604.7% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling