+5,909.9%
TGT vs NTRS
+7,800.3%
-1,890.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.8% |
| 30D | +1.2% | -0.7% | +1.8% | +1.4% |
| 3M | +18.4% | +11.3% | +7.1% | +13.0% |
| 6M | +33.4% | +35.5% | -2.1% | +17.3% |
| YTD | +63.8% | +40.6% | +23.2% | +41.4% |
| 1Y | +77.2% | +49.2% | +28.0% | +49.1% |
| 3Y | +41.8% | +167.2% | -125.4% | -6.8% |
| 5Y | -25.5% | +94.9% | -120.5% | -45.7% |
| 10Y | +204.9% | +259.5% | -54.6% | +61.4% |
| All | +5,909.9% | +7,800.3% | -1,890.4% | +824.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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