+5,617.1%
TGT vs M
+439.9%
+5,177.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +0.5% | -3.3% | +3.8% | +1.5% |
| 30D | +6.7% | +8.1% | -1.4% | +3.7% |
| 3M | +8.4% | +2.2% | +6.2% | +7.1% |
| 6M | +40.7% | +35.1% | +5.6% | +25.7% |
| YTD | +72.2% | +15.8% | +56.4% | +60.9% |
| 1Y | +86.2% | +25.8% | +60.3% | +68.7% |
| 3Y | +68.8% | +156.2% | -87.4% | +11.7% |
| 5Y | -25.2% | -2.4% | -22.9% | -35.9% |
| 10Y | +210.0% | -7.1% | +217.1% | +104.4% |
| All | +5,617.1% | +439.9% | +5,177.2% | +1,432.7% |
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 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