+736.2%
TGT vs EW
+6,974.1%
-6,237.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +12.2% | +1.0% | +11.1% | +12.0% |
| 3M | +33.8% | +2.8% | +31.0% | +33.1% |
| 6M | +39.3% | +5.5% | +33.8% | +37.6% |
| YTD | +72.9% | +5.5% | +67.4% | +70.6% |
| 1Y | +84.6% | +11.0% | +73.5% | +80.3% |
| 3Y | +46.2% | +17.7% | +28.5% | +38.0% |
| 5Y | -21.3% | -25.7% | +4.4% | -20.3% |
| 10Y | +213.5% | +132.8% | +80.7% | +158.3% |
| All | +736.2% | +6,974.1% | -6,237.9% | +323.2% |
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