+6,170.5%
TGT vs EXC
+2,500.5%
+3,670.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | +4.7% | +8.6% | -3.9% | +2.2% |
| 3M | +4.6% | +2.4% | +2.2% | +3.8% |
| 6M | +34.9% | +6.5% | +28.4% | +32.2% |
| YTD | +70.9% | +9.0% | +61.9% | +65.7% |
| 1Y | +84.4% | +4.6% | +79.8% | +80.9% |
| 3Y | +69.1% | +33.5% | +35.6% | +52.6% |
| 5Y | -26.9% | +41.4% | -68.3% | -35.5% |
| 10Y | +207.6% | +204.3% | +3.4% | +112.3% |
| All | +6,170.5% | +2,500.5% | +3,670.0% | +2,471.8% |
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