+203.4%
TGT vs M
-10.0%
+213.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.1% |
| 7D | -5.0% | -8.8% | +3.7% | -3.2% |
| 30D | +3.0% | -16.4% | +19.4% | +7.1% |
| 3M | +22.6% | -10.8% | +33.4% | +25.5% |
| 6M | +31.2% | +16.1% | +15.1% | +26.5% |
| YTD | +63.7% | -5.3% | +69.0% | +64.4% |
| 1Y | +78.5% | +24.9% | +53.6% | +68.6% |
| 3Y | +40.5% | +97.5% | -57.0% | +15.9% |
| 5Y | -25.6% | +20.4% | -46.0% | -34.1% |
| All | +203.4% | -10.0% | +213.3% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling