+203.4%
TGT vs P
+684.8%
-481.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.8% |
| 7D | -5.0% | -4.1% | -0.9% | -4.6% |
| 30D | +3.0% | -14.0% | +17.0% | +4.5% |
| 3M | +22.6% | +41.4% | -18.8% | +16.6% |
| 6M | +31.2% | +54.2% | -23.0% | +22.0% |
| YTD | +63.7% | +40.4% | +23.3% | +53.3% |
| 1Y | +78.5% | +16.0% | +62.5% | +69.6% |
| 3Y | +40.5% | +140.7% | -100.1% | +14.7% |
| 5Y | -25.6% | +256.3% | -281.9% | -43.8% |
| All | +203.4% | +684.8% | -481.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded P 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling