-24.0%
TGT vs P
+256.2%
-280.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | +4.2% |
| 7D | +4.7% | -9.6% | +14.4% | +5.5% |
| 30D | +8.0% | -33.4% | +41.4% | +11.3% |
| 3M | +11.7% | +14.2% | -2.5% | +8.6% |
| 6M | +34.7% | +31.6% | +3.2% | +27.6% |
| YTD | +74.4% | +53.5% | +20.9% | +60.6% |
| 1Y | +89.2% | +14.2% | +75.0% | +79.8% |
| 3Y | +73.4% | +190.5% | -117.1% | +30.4% |
| 5Y | -24.0% | +256.3% | -280.4% | -47.9% |
| All | -24.0% | +256.2% | -280.2% | -47.9% |
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