-25.1%
TGT vs MKTX
-60.5%
+35.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | +1.2% | +0.7% | +0.5% | +1.1% |
| 3M | +18.4% | +40.8% | -22.4% | +12.3% |
| 6M | +33.4% | -8.0% | +41.4% | +34.9% |
| YTD | +63.8% | -8.7% | +72.5% | +65.6% |
| 1Y | +77.2% | -11.8% | +89.0% | +79.9% |
| 3Y | +41.8% | -24.0% | +65.8% | +42.6% |
| All | -25.1% | -60.5% | +35.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling