+84.6%
TGT vs MKTX
-8.5%
+93.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +12.2% | +1.1% | +11.1% | +12.2% |
| 3M | +33.8% | +36.1% | -2.3% | +33.3% |
| 6M | +39.3% | -12.9% | +52.2% | +38.1% |
| YTD | +72.9% | -8.5% | +81.4% | +72.1% |
| 1Y | +84.6% | -7.5% | +92.1% | +83.8% |
| All | +84.6% | -8.5% | +93.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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