-28.1%
TGT vs IT
-42.2%
+14.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +2.6% | +1.1% | +1.6% | +2.4% |
| 30D | +4.7% | -1.8% | +6.5% | +4.9% |
| 3M | +4.6% | +4.8% | -0.3% | +3.0% |
| 6M | +34.9% | +33.0% | +1.9% | +24.0% |
| YTD | +70.9% | -23.8% | +94.7% | +79.8% |
| 1Y | +84.4% | -16.5% | +100.9% | +88.2% |
| 3Y | +69.1% | -53.6% | +122.8% | +104.6% |
| All | -28.1% | -42.2% | +14.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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