+88.6%
TGT vs MTB
+27.0%
+61.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.5% | +5.2% |
| 7D | +9.5% | +2.0% | +7.5% | +8.6% |
| 30D | +6.6% | +2.9% | +3.7% | +5.5% |
| 3M | +11.0% | -10.7% | +21.6% | +15.4% |
| 6M | +29.9% | +6.3% | +23.5% | +26.6% |
| YTD | +71.4% | +13.8% | +57.7% | +60.2% |
| 1Y | +88.6% | +27.7% | +60.9% | +59.8% |
| All | +88.6% | +27.0% | +61.6% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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