+203.9%
TGT vs RF
+220.9%
-17.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | +6.7% | +4.6% | +2.0% | +5.3% |
| 3M | +8.4% | -8.4% | +16.9% | +11.1% |
| 6M | +40.7% | +8.9% | +31.9% | +37.0% |
| YTD | +72.2% | +8.8% | +63.4% | +67.4% |
| 1Y | +86.2% | +18.9% | +67.2% | +76.4% |
| 3Y | +68.8% | +116.0% | -47.2% | +35.3% |
| 5Y | -25.2% | +46.0% | -71.2% | -35.0% |
| All | +203.9% | +220.9% | -17.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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