+73.6%
TGT vs IRE
-84.0%
+157.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.6% | -3.2% |
| 7D | -3.6% | +29.0% | -32.6% | -3.7% |
| 30D | +4.4% | +24.2% | -19.8% | +4.2% |
| 3M | +25.4% | -53.2% | +78.5% | +26.2% |
| 6M | +33.4% | -36.0% | +69.4% | +33.9% |
| YTD | +65.6% | -51.0% | +116.6% | +65.2% |
| All | +73.6% | -84.0% | +157.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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