-4.2%
TGT vs PL
+46.6%
-50.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.5% | -9.8% | +3.7% |
| 7D | +4.7% | +10.9% | -6.1% | +3.8% |
| 30D | +8.0% | -16.4% | +24.3% | +9.1% |
| 3M | +11.7% | -39.9% | +51.6% | +15.3% |
| 6M | +34.7% | -63.2% | +97.9% | +42.9% |
| YTD | +74.4% | -27.1% | +101.5% | +71.3% |
| 1Y | +89.2% | +12.2% | +77.0% | +77.0% |
| 3Y | +73.4% | +584.3% | -510.9% | +22.7% |
| 5Y | -24.0% | +37.0% | -61.0% | -43.6% |
| All | -4.2% | +46.6% | -50.8% | -29.5% |
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