-28.1%
TGT vs O
+7.0%
-35.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +2.6% | -0.4% | +3.0% | +2.9% |
| 30D | +4.7% | +7.1% | -2.4% | +1.0% |
| 3M | +4.6% | -5.2% | +9.8% | +7.5% |
| 6M | +34.9% | -1.8% | +36.6% | +36.0% |
| YTD | +70.9% | +9.1% | +61.8% | +62.4% |
| 1Y | +84.4% | +9.7% | +74.7% | +74.6% |
| 3Y | +69.1% | +39.1% | +30.0% | +36.8% |
| All | -28.1% | +7.0% | -35.1% | -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