+69.1%
TGT vs PL
+536.4%
-467.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +2.6% | +10.0% | -7.4% | +2.2% |
| 30D | +4.7% | -2.3% | +7.0% | +4.6% |
| 3M | +4.6% | -44.2% | +48.8% | +7.2% |
| 6M | +34.9% | -66.1% | +101.0% | +41.2% |
| YTD | +70.9% | -30.0% | +100.9% | +68.1% |
| 1Y | +84.4% | +21.0% | +63.3% | +72.8% |
| 3Y | +69.1% | +516.5% | -447.4% | +25.2% |
| All | +69.1% | +536.4% | -467.3% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling