+5,637.8%
TGT vs M
+396.5%
+5,241.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | +0.8% | +4.7% | -4.0% | -0.8% |
| 30D | +12.2% | -9.6% | +21.8% | +16.0% |
| 3M | +33.8% | +0.9% | +32.9% | +32.9% |
| 6M | +39.3% | +22.3% | +17.0% | +28.9% |
| YTD | +72.9% | +6.5% | +66.3% | +66.7% |
| 1Y | +84.6% | +38.8% | +45.8% | +62.1% |
| 3Y | +46.2% | +115.9% | -69.7% | +2.6% |
| 5Y | -21.3% | +28.6% | -50.0% | -39.4% |
| 10Y | +213.5% | -2.5% | +216.1% | +101.0% |
| All | +5,637.8% | +396.5% | +5,241.3% | +1,488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling