+270.5%
TGT vs IR
+271.1%
-0.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -4.5% | -0.7% | -3.9% |
| 30D | +1.2% | -13.9% | +15.1% | +6.0% |
| 3M | +18.4% | -0.3% | +18.7% | +18.1% |
| 6M | +33.4% | -14.3% | +47.8% | +38.7% |
| YTD | +63.8% | -7.9% | +71.7% | +65.8% |
| 1Y | +77.2% | -9.9% | +87.1% | +80.2% |
| 3Y | +41.8% | +6.5% | +35.2% | +35.0% |
| 5Y | -25.5% | +34.0% | -59.6% | -34.7% |
| All | +270.5% | +271.1% | -0.6% | +142.4% |
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