+193.4%
TGT vs P
+485.4%
-292.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.8% | +6.5% | -5.8% | +0.1% |
| 30D | +12.2% | +18.8% | -6.6% | +9.7% |
| 3M | +33.8% | +26.7% | +7.0% | +29.2% |
| 6M | +39.3% | +62.2% | -22.9% | +29.4% |
| YTD | +72.9% | +48.5% | +24.4% | +61.6% |
| 1Y | +84.6% | +26.4% | +58.2% | +74.2% |
| 3Y | +46.2% | +159.4% | -113.2% | +20.4% |
| 5Y | -21.3% | +275.8% | -297.1% | -39.4% |
| 10Y | +213.5% | +732.0% | -518.5% | +116.3% |
| All | +193.4% | +485.4% | -292.0% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling