+86.2%
TGT vs IP
-4.7%
+90.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +0.5% | -2.8% | +3.2% | +1.1% |
| 30D | +6.7% | +9.2% | -2.5% | +4.7% |
| 3M | +8.4% | -16.1% | +24.6% | +12.3% |
| 6M | +40.7% | +9.6% | +31.1% | +37.7% |
| YTD | +72.2% | -8.8% | +81.0% | +74.7% |
| 1Y | +86.2% | -5.5% | +91.7% | +85.6% |
| All | +86.2% | -4.7% | +90.9% | +85.6% |
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