+84.6%
TGT vs MXL
+316.6%
-232.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | +0.3% |
| 7D | +0.8% | +1.6% | -0.9% | +0.8% |
| 30D | +12.2% | -7.0% | +19.2% | +12.1% |
| 3M | +33.8% | -33.4% | +67.2% | +33.4% |
| 6M | +39.3% | +260.2% | -220.9% | +24.7% |
| YTD | +72.9% | +260.0% | -187.1% | +53.8% |
| 1Y | +84.6% | +303.5% | -218.9% | +60.9% |
| All | +84.6% | +316.6% | -232.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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