+200.6%
TGT vs P
+666.7%
-466.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.5% |
| 7D | +2.6% | +17.8% | -15.2% | +0.8% |
| 30D | +6.6% | -29.9% | +36.5% | +10.0% |
| 3M | +5.2% | -1.2% | +6.4% | +4.0% |
| 6M | +35.3% | +32.1% | +3.2% | +28.0% |
| YTD | +70.3% | +64.3% | +6.0% | +55.2% |
| 1Y | +81.2% | +24.3% | +56.9% | +69.8% |
| 3Y | +66.9% | +203.2% | -136.3% | +31.2% |
| 5Y | -27.2% | +290.4% | -317.6% | -46.0% |
| All | +200.6% | +666.7% | -466.1% | +95.0% |
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