+206.9%
TGT vs P
+709.5%
-502.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.7% |
| 7D | -3.6% | +5.0% | -8.6% | -4.1% |
| 30D | +4.4% | -0.9% | +5.4% | +4.2% |
| 3M | +25.4% | +38.7% | -13.3% | +19.5% |
| 6M | +33.4% | +54.4% | -21.0% | +24.1% |
| YTD | +65.6% | +44.8% | +20.7% | +54.5% |
| 1Y | +80.3% | +22.5% | +57.8% | +70.1% |
| 3Y | +42.1% | +148.2% | -106.1% | +15.7% |
| 5Y | -25.0% | +268.9% | -293.9% | -43.6% |
| All | +206.9% | +709.5% | -502.6% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling