+211.8%
TGT vs P
+691.2%
-479.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +5.5% | -13.3% | +18.8% | +6.9% |
| 30D | +6.0% | -34.0% | +40.0% | +10.1% |
| 3M | +8.0% | +4.1% | +3.9% | +6.0% |
| 6M | +32.3% | +30.5% | +1.8% | +24.9% |
| YTD | +71.3% | +52.2% | +19.1% | +57.3% |
| 1Y | +86.8% | +10.3% | +76.6% | +77.6% |
| 3Y | +67.9% | +180.9% | -113.0% | +32.9% |
| 5Y | -25.1% | +259.7% | -284.8% | -44.0% |
| 10Y | +211.8% | +652.6% | -440.8% | +108.3% |
| All | +211.8% | +691.2% | -479.3% | +108.3% |
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