-25.0%
TGT vs GEN
+20.0%
-45.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | -2.9% | -0.7% | -2.9% |
| 30D | +4.4% | +2.1% | +2.4% | +3.7% |
| 3M | +25.4% | +19.7% | +5.7% | +19.3% |
| 6M | +33.4% | +33.3% | +0.1% | +22.1% |
| YTD | +65.6% | +11.1% | +54.5% | +59.8% |
| 1Y | +80.3% | +3.0% | +77.3% | +78.2% |
| 3Y | +42.1% | +57.9% | -15.7% | +21.7% |
| 5Y | -25.0% | +20.6% | -45.6% | -31.2% |
| All | -25.0% | +20.0% | -45.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling