+74.6%
TGT vs IRE
-97.2%
+171.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +39.6% | -39.3% | +0.3% |
| 7D | +2.6% | -27.2% | +29.8% | +2.6% |
| 30D | +5.0% | -75.1% | +80.1% | +5.4% |
| 3M | +8.5% | -77.9% | +86.4% | +9.0% |
| 6M | +23.8% | -94.6% | +118.4% | +25.9% |
| YTD | +66.5% | -91.5% | +158.1% | +67.2% |
| 1Y | +84.9% | -97.8% | +182.7% | +92.8% |
| All | +74.6% | -97.2% | +171.8% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling