-6.0%
TGT vs PL
+81.7%
-87.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | -0.6% | -7.5% | +6.9% | -0.1% |
| 30D | +9.5% | -25.6% | +35.1% | +11.8% |
| 3M | +32.3% | -45.6% | +77.9% | +37.4% |
| 6M | +37.0% | -29.5% | +66.6% | +36.9% |
| YTD | +71.0% | -9.7% | +80.7% | +66.1% |
| 1Y | +85.0% | +84.4% | +0.7% | +66.0% |
| 3Y | +46.8% | +550.0% | -503.2% | +5.7% |
| 5Y | -22.7% | +79.0% | -101.7% | -43.9% |
| All | -6.0% | +81.7% | -87.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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