+88.6%
TGT vs IP
+2.3%
+86.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.3% |
| 7D | +9.5% | +3.4% | +6.1% | +8.7% |
| 30D | +6.6% | +11.2% | -4.6% | +4.1% |
| 3M | +11.0% | -14.8% | +25.7% | +14.5% |
| 6M | +29.9% | +17.3% | +12.6% | +25.1% |
| YTD | +71.4% | -6.2% | +77.6% | +72.7% |
| 1Y | +88.6% | +2.3% | +86.3% | +80.6% |
| All | +88.6% | +2.3% | +86.3% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling