-25.1%
TGT vs NI
+96.9%
-122.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.2% | 0.0% | -5.3% | -5.3% |
| 30D | +1.2% | -1.4% | +2.6% | +1.6% |
| 3M | +18.4% | -10.6% | +29.0% | +22.9% |
| 6M | +33.4% | -9.3% | +42.8% | +37.7% |
| YTD | +63.8% | +1.1% | +62.7% | +62.3% |
| 1Y | +77.2% | +3.4% | +73.8% | +74.0% |
| 3Y | +41.8% | +67.9% | -26.1% | +11.9% |
| All | -25.1% | +96.9% | -122.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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