-22.7%
TGT vs P
+283.1%
-305.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -0.6% | +7.8% | -8.5% | -1.4% |
| 30D | +9.5% | +12.3% | -2.8% | +7.8% |
| 3M | +32.3% | +37.1% | -4.8% | +26.9% |
| 6M | +37.0% | +66.1% | -29.1% | +26.7% |
| YTD | +71.0% | +50.9% | +20.1% | +59.4% |
| 1Y | +85.0% | +27.2% | +57.8% | +74.3% |
| 3Y | +46.8% | +158.7% | -111.8% | +14.5% |
| 5Y | -22.7% | +291.1% | -313.8% | -46.9% |
| All | -22.7% | +283.1% | -305.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling