+407.3%
TGT vs MKTX
+1,443.5%
-1,036.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +3.0% | +0.8% | +2.2% | +2.9% |
| 3M | +22.6% | +41.1% | -18.5% | +13.7% |
| 6M | +31.2% | -9.5% | +40.7% | +32.3% |
| YTD | +63.7% | -8.7% | +72.4% | +64.4% |
| 1Y | +78.5% | -10.0% | +88.5% | +79.4% |
| 3Y | +40.5% | -24.6% | +65.1% | +42.3% |
| 5Y | -25.6% | -60.3% | +34.7% | -15.5% |
| 10Y | +204.7% | +5.0% | +199.7% | +172.7% |
| All | +407.3% | +1,443.5% | -1,036.2% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling