+5,369.4%
TGT vs IT
+6,105.9%
-736.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.2% |
| 7D | +0.8% | -6.0% | +6.8% | +1.9% |
| 30D | +12.2% | 0.0% | +12.2% | +12.1% |
| 3M | +33.8% | +13.1% | +20.7% | +29.0% |
| 6M | +39.3% | +11.7% | +27.6% | +33.6% |
| YTD | +72.9% | -26.1% | +99.0% | +78.6% |
| 1Y | +84.6% | -21.3% | +105.8% | +87.7% |
| 3Y | +46.2% | -46.7% | +93.0% | +58.2% |
| 5Y | -21.3% | -40.5% | +19.2% | -17.2% |
| 10Y | +213.5% | +103.9% | +109.6% | +149.7% |
| All | +5,369.4% | +6,105.9% | -736.5% | +2,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling