+4,422.2%
TGT vs O
+5,221.5%
-799.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +4.7% | +7.1% | -2.4% | +2.1% |
| 3M | +4.6% | -5.2% | +9.8% | +6.7% |
| 6M | +34.9% | -1.8% | +36.6% | +35.8% |
| YTD | +70.9% | +9.1% | +61.8% | +65.2% |
| 1Y | +84.4% | +9.7% | +74.7% | +77.9% |
| 3Y | +69.1% | +39.1% | +30.0% | +48.4% |
| 5Y | -26.9% | +8.4% | -35.3% | -29.8% |
| 10Y | +207.6% | +80.2% | +127.5% | +125.1% |
| All | +4,422.2% | +5,221.5% | -799.2% | +959.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling