+46.8%
TGT vs EXC
+21.1%
+25.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.6% | +1.2% | -1.9% | -0.9% |
| 30D | +9.5% | -2.7% | +12.2% | +10.0% |
| 3M | +32.3% | -1.0% | +33.2% | +32.4% |
| 6M | +37.0% | -9.3% | +46.3% | +39.3% |
| YTD | +71.0% | +3.6% | +67.4% | +68.9% |
| 1Y | +85.0% | +5.9% | +79.1% | +81.7% |
| 3Y | +46.8% | +21.3% | +25.5% | +34.3% |
| All | +46.8% | +21.1% | +25.8% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling