-25.6%
TGT vs O
+14.0%
-39.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -5.0% | -3.5% | -1.5% | -3.3% |
| 30D | +3.0% | -3.3% | +6.4% | +4.9% |
| 3M | +22.6% | -2.8% | +25.5% | +24.4% |
| 6M | +31.2% | -5.8% | +37.0% | +35.0% |
| YTD | +63.7% | +9.4% | +54.3% | +55.4% |
| 1Y | +78.5% | +5.7% | +72.8% | +72.4% |
| 3Y | +40.5% | +27.2% | +13.3% | +20.5% |
| 5Y | -25.6% | +17.2% | -42.8% | -33.3% |
| All | -25.6% | +14.0% | -39.6% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling