+286.5%
TGT vs IR
+332.9%
-46.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.6% | +2.5% | +0.1% | +1.9% |
| 30D | +4.7% | +9.2% | -4.5% | +1.7% |
| 3M | +4.6% | +0.9% | +3.6% | +3.9% |
| 6M | +34.9% | +19.2% | +15.6% | +26.7% |
| YTD | +70.9% | +7.5% | +63.4% | +64.5% |
| 1Y | +84.4% | +11.7% | +72.6% | +75.1% |
| 3Y | +69.1% | +23.9% | +45.2% | +53.6% |
| 5Y | -26.9% | +46.4% | -73.3% | -38.0% |
| All | +286.5% | +332.9% | -46.4% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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