-25.6%
TGT vs IT
-46.1%
+20.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -5.0% | -12.7% | +7.7% | -2.4% |
| 30D | +3.0% | -8.9% | +11.9% | +4.9% |
| 3M | +22.6% | +10.1% | +12.5% | +18.6% |
| 6M | +31.2% | +7.3% | +23.9% | +26.5% |
| YTD | +63.7% | -32.4% | +96.1% | +77.3% |
| 1Y | +78.5% | -26.6% | +105.1% | +87.5% |
| 3Y | +40.5% | -51.8% | +92.3% | +62.1% |
| 5Y | -25.6% | -45.6% | +20.0% | -24.3% |
| All | -25.6% | -46.1% | +20.5% | -24.3% |
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