+78.5%
TGT vs M
+25.2%
+53.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | +0.4% |
| 7D | -5.0% | -8.8% | +3.7% | -2.3% |
| 30D | +3.0% | -16.4% | +19.4% | +8.9% |
| 3M | +22.6% | -10.8% | +33.4% | +27.1% |
| 6M | +31.2% | +16.1% | +15.1% | +25.1% |
| YTD | +63.7% | -5.3% | +69.0% | +66.4% |
| 1Y | +78.5% | +24.9% | +53.6% | +62.3% |
| All | +78.5% | +25.2% | +53.3% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling