+43.3%
TGT vs O
+28.0%
+15.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | -3.6% | -2.3% | -1.3% | -2.6% |
| 30D | +4.4% | -2.4% | +6.9% | +5.5% |
| 3M | +25.4% | -0.6% | +26.0% | +25.7% |
| 6M | +33.4% | -5.0% | +38.4% | +36.1% |
| YTD | +65.6% | +10.4% | +55.2% | +58.1% |
| 1Y | +80.3% | +6.6% | +73.7% | +74.5% |
| All | +43.3% | +28.0% | +15.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling