-25.6%
TGT vs IR
+47.4%
-73.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +5.5% | +1.5% | +4.0% | +4.9% |
| 30D | +6.0% | +9.0% | -3.0% | +2.1% |
| 3M | +8.0% | -0.9% | +8.9% | +8.0% |
| 6M | +32.3% | +13.4% | +18.9% | +24.2% |
| YTD | +71.3% | +8.5% | +62.8% | +61.5% |
| 1Y | +86.8% | +11.3% | +75.6% | +73.8% |
| 3Y | +67.9% | +26.0% | +41.9% | +39.6% |
| All | -25.6% | +47.4% | -73.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling