+216.3%
TGT vs IP
+20.7%
+195.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +9.5% | -11.2% | +20.8% | +13.9% |
| 3M | +32.3% | +12.3% | +19.9% | +26.0% |
| 6M | +37.0% | -5.2% | +42.3% | +37.1% |
| YTD | +71.0% | -4.0% | +75.0% | +69.5% |
| 1Y | +85.0% | -19.2% | +104.2% | +94.0% |
| 3Y | +46.8% | +20.3% | +26.5% | +29.3% |
| 5Y | -22.7% | -17.5% | -5.3% | -23.3% |
| 10Y | +216.3% | +21.2% | +195.1% | +153.7% |
| All | +216.3% | +20.7% | +195.6% | +153.7% |
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