+6,242.0%
TGT vs IP
+364.8%
+5,877.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +0.8% | -5.3% | +6.0% | +2.5% |
| 30D | +12.2% | -10.9% | +23.0% | +16.4% |
| 3M | +33.8% | +11.2% | +22.6% | +28.0% |
| 6M | +39.3% | -10.2% | +49.5% | +41.7% |
| YTD | +72.9% | -2.0% | +74.8% | +70.0% |
| 1Y | +84.6% | -19.1% | +103.6% | +92.7% |
| 3Y | +46.2% | +20.9% | +25.4% | +29.9% |
| 5Y | -21.3% | -17.8% | -3.5% | -21.2% |
| 10Y | +213.5% | +23.5% | +190.0% | +159.0% |
| All | +6,242.0% | +364.8% | +5,877.1% | +2,318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling