+203.6%
TGT vs MTB
+173.8%
+29.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +1.2% | -4.8% | +6.0% | +2.6% |
| 3M | +18.4% | +6.0% | +12.4% | +16.3% |
| 6M | +33.4% | +19.6% | +13.8% | +26.5% |
| YTD | +63.8% | +21.5% | +42.3% | +54.3% |
| 1Y | +77.2% | +24.7% | +52.5% | +65.5% |
| 3Y | +41.8% | +108.6% | -66.8% | +14.1% |
| 5Y | -25.5% | +106.7% | -132.3% | -40.5% |
| All | +203.6% | +173.8% | +29.8% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling