+81.2%
TGT vs EXC
+3.2%
+78.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | +6.6% | +7.8% | -1.2% | +5.8% |
| 3M | +5.2% | +1.9% | +3.3% | +4.7% |
| 6M | +35.3% | +3.4% | +31.9% | +34.9% |
| YTD | +70.3% | +7.6% | +62.7% | +69.9% |
| 1Y | +81.2% | +2.1% | +79.0% | +82.4% |
| All | +81.2% | +3.2% | +78.0% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling