+79.3%
TGT vs IRE
-82.8%
+162.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.2% | -11.3% | -1.1% |
| 7D | -0.6% | +58.9% | -59.5% | -0.9% |
| 30D | +9.5% | +17.2% | -7.6% | +9.4% |
| 3M | +32.3% | -58.6% | +90.9% | +33.4% |
| 6M | +37.0% | -23.5% | +60.5% | +37.4% |
| YTD | +71.0% | -47.4% | +118.5% | +70.6% |
| All | +79.3% | -82.8% | +162.2% | +82.7% |
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