+208.2%
TGT vs MSCI
+615.8%
-407.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +4.4% | -1.2% | +5.6% | +4.7% |
| 3M | +25.4% | -8.4% | +33.8% | +28.2% |
| 6M | +33.4% | -1.0% | +34.4% | +32.6% |
| YTD | +65.6% | -2.3% | +67.8% | +64.4% |
| 1Y | +80.3% | -1.2% | +81.5% | +77.8% |
| 3Y | +42.1% | +7.9% | +34.2% | +34.1% |
| 5Y | -25.0% | -10.1% | -14.9% | -27.7% |
| 10Y | +208.2% | +631.0% | -422.8% | +81.5% |
| All | +208.2% | +615.8% | -407.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling