+6,149.1%
TGT vs EXC
+2,465.6%
+3,683.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | +6.6% | +7.8% | -1.2% | +4.3% |
| 3M | +5.2% | +1.9% | +3.3% | +4.6% |
| 6M | +35.3% | +3.4% | +31.9% | +33.8% |
| YTD | +70.3% | +7.6% | +62.7% | +65.8% |
| 1Y | +81.2% | +2.1% | +79.0% | +79.0% |
| 3Y | +66.9% | +29.6% | +37.3% | +51.9% |
| 5Y | -27.2% | +39.5% | -66.7% | -35.4% |
| 10Y | +206.6% | +200.2% | +6.4% | +112.5% |
| All | +6,149.1% | +2,465.6% | +3,683.5% | +2,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling