+67.6%
TGT vs Q
+78.4%
-10.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.2% |
| 7D | -3.6% | +6.6% | -10.2% | -3.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.4% |
| 3M | +25.4% | -13.2% | +38.6% | +24.8% |
| 6M | +33.4% | +9.9% | +23.4% | +30.0% |
| YTD | +65.6% | +53.9% | +11.6% | +53.6% |
| All | +67.6% | +78.4% | -10.8% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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