-25.0%
TGT vs IR
+40.4%
-65.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | -3.6% | -1.9% | -1.7% | -2.8% |
| 30D | +4.4% | -15.0% | +19.5% | +11.6% |
| 3M | +25.4% | -0.4% | +25.8% | +24.7% |
| 6M | +33.4% | -15.0% | +48.4% | +41.1% |
| YTD | +65.6% | -7.1% | +72.6% | +66.9% |
| 1Y | +80.3% | -7.5% | +87.8% | +81.5% |
| 3Y | +42.1% | +6.3% | +35.8% | +27.2% |
| 5Y | -25.0% | +37.3% | -62.3% | -45.3% |
| All | -25.0% | +40.4% | -65.4% | -45.3% |
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