-5.0%
TGT vs PL
+84.9%
-89.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +0.8% | -9.3% | +10.1% | +1.4% |
| 30D | +12.2% | -18.9% | +31.1% | +13.8% |
| 3M | +33.8% | -58.4% | +92.2% | +41.6% |
| 6M | +39.3% | -30.3% | +69.6% | +39.4% |
| YTD | +72.9% | -8.1% | +81.0% | +67.7% |
| 1Y | +84.6% | +180.5% | -95.9% | +57.3% |
| 3Y | +46.2% | +444.1% | -397.9% | +7.5% |
| 5Y | -21.3% | +83.0% | -104.4% | -43.0% |
| All | -5.0% | +84.9% | -89.9% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling