+208.2%
TGT vs EXC
+152.4%
+55.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +4.4% | -0.9% | +5.3% | +4.7% |
| 3M | +25.4% | -2.7% | +28.0% | +26.3% |
| 6M | +33.4% | -9.4% | +42.7% | +37.4% |
| YTD | +65.6% | +3.0% | +62.6% | +62.8% |
| 1Y | +80.3% | +5.1% | +75.1% | +75.8% |
| 3Y | +42.1% | +20.6% | +21.5% | +30.0% |
| 5Y | -25.0% | +45.7% | -70.7% | -36.2% |
| 10Y | +208.2% | +160.8% | +47.4% | +139.3% |
| All | +208.2% | +152.4% | +55.8% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling