-25.6%
TGT vs MTB
+101.1%
-126.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 3M | +22.6% | +7.4% | +15.2% | +19.3% |
| 6M | +31.2% | +18.7% | +12.5% | +22.8% |
| YTD | +63.7% | +21.1% | +42.6% | +51.7% |
| 1Y | +78.5% | +24.1% | +54.4% | +63.7% |
| 3Y | +40.5% | +115.3% | -74.8% | +5.0% |
| 5Y | -25.6% | +106.0% | -131.6% | -41.9% |
| All | -25.6% | +101.1% | -126.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling