+67.9%
TGT vs IP
+20.8%
+47.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +5.5% | 0.0% | +5.5% | +5.6% |
| 30D | +6.0% | +9.4% | -3.3% | +3.4% |
| 3M | +8.0% | -14.1% | +22.0% | +12.5% |
| 6M | +32.3% | +9.2% | +23.1% | +27.8% |
| YTD | +71.3% | -7.5% | +78.8% | +72.3% |
| 1Y | +86.8% | -2.8% | +89.6% | +84.6% |
| 3Y | +67.9% | +21.2% | +46.6% | +55.0% |
| All | +67.9% | +20.8% | +47.1% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling