-22.7%
TGT vs M
+24.8%
-47.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.3% |
| 7D | -0.6% | +2.4% | -3.0% | -1.3% |
| 30D | +9.5% | -11.6% | +21.1% | +13.5% |
| 3M | +32.3% | +1.6% | +30.6% | +31.3% |
| 6M | +37.0% | +25.2% | +11.8% | +27.4% |
| YTD | +71.0% | +3.8% | +67.3% | +67.3% |
| 1Y | +85.0% | +36.3% | +48.7% | +66.4% |
| 3Y | +46.8% | +116.3% | -69.5% | +6.0% |
| 5Y | -22.7% | +28.2% | -50.9% | -36.7% |
| All | -22.7% | +24.8% | -47.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling