+225.5%
TGT vs IP
+31.6%
+193.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +3.7% |
| 7D | +4.7% | -3.0% | +7.8% | +5.9% |
| 30D | +8.0% | +10.6% | -2.6% | +4.3% |
| 3M | +11.7% | -13.6% | +25.2% | +17.1% |
| 6M | +34.7% | +10.4% | +24.3% | +28.6% |
| YTD | +74.4% | -6.5% | +80.9% | +74.2% |
| 1Y | +89.2% | -2.1% | +91.3% | +85.6% |
| 3Y | +73.4% | +22.0% | +51.4% | +51.7% |
| 5Y | -24.0% | -9.7% | -14.3% | -26.7% |
| 10Y | +225.5% | +26.8% | +198.7% | +168.6% |
| All | +225.5% | +31.6% | +193.9% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling