+203.6%
TGT vs O
+54.0%
+149.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -2.9% | -2.4% | -4.4% |
| 30D | +1.2% | -4.5% | +5.7% | +2.6% |
| 3M | +18.4% | -2.6% | +21.0% | +19.3% |
| 6M | +33.4% | -5.6% | +39.1% | +35.7% |
| YTD | +63.8% | +9.3% | +54.5% | +59.4% |
| 1Y | +77.2% | +4.3% | +72.9% | +74.7% |
| 3Y | +41.8% | +27.4% | +14.4% | +31.2% |
| 5Y | -25.5% | +17.1% | -42.6% | -29.3% |
| All | +203.6% | +54.0% | +149.5% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling