+43.3%
TGT vs IR
+5.7%
+37.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | +4.4% | -15.0% | +19.5% | +10.1% |
| 3M | +25.4% | -0.4% | +25.8% | +24.8% |
| 6M | +33.4% | -15.0% | +48.4% | +39.8% |
| YTD | +65.6% | -7.1% | +72.6% | +66.6% |
| 1Y | +80.3% | -7.5% | +87.8% | +81.2% |
| All | +43.3% | +5.7% | +37.6% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling