+6,175.2%
TGT vs MTB
+8,245.1%
-2,069.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.6% | +2.8% | -3.4% | -1.7% |
| 30D | +9.5% | -4.2% | +13.7% | +11.2% |
| 3M | +32.3% | +7.8% | +24.5% | +28.5% |
| 6M | +37.0% | +14.8% | +22.2% | +29.8% |
| YTD | +71.0% | +20.8% | +50.3% | +58.7% |
| 1Y | +85.0% | +23.1% | +61.9% | +70.3% |
| 3Y | +46.8% | +114.8% | -68.0% | +8.3% |
| 5Y | -22.7% | +103.3% | -126.0% | -43.7% |
| 10Y | +216.3% | +173.0% | +43.3% | +83.8% |
| All | +6,175.2% | +8,245.1% | -2,069.8% | +784.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling