+6,242.0%
TGT vs EXC
+2,353.7%
+3,888.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +12.2% | -3.7% | +15.9% | +13.4% |
| 3M | +33.8% | -1.3% | +35.1% | +34.1% |
| 6M | +39.3% | -9.7% | +49.0% | +43.1% |
| YTD | +72.9% | +2.9% | +70.0% | +70.5% |
| 1Y | +84.6% | +4.4% | +80.2% | +81.1% |
| 3Y | +46.2% | +22.2% | +24.0% | +35.4% |
| 5Y | -21.3% | +46.7% | -68.1% | -31.3% |
| 10Y | +213.5% | +155.3% | +58.2% | +126.8% |
| All | +6,242.0% | +2,353.7% | +3,888.2% | +2,545.9% |
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