+41.7%
TGT vs MTB
+113.5%
-71.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +3.0% | -4.6% | +7.6% | +5.1% |
| 3M | +22.6% | +7.4% | +15.2% | +18.6% |
| 6M | +31.2% | +18.7% | +12.5% | +21.3% |
| YTD | +63.7% | +21.1% | +42.6% | +49.5% |
| 1Y | +78.5% | +24.1% | +54.4% | +60.8% |
| All | +41.7% | +113.5% | -71.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling