+209.6%
TGT vs RF
+248.4%
-38.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +4.8% | +0.3% | +4.4% | +4.7% |
| 30D | +5.3% | +6.2% | -0.9% | +3.5% |
| 3M | +7.2% | -7.8% | +15.1% | +9.7% |
| 6M | +31.4% | +5.9% | +25.5% | +29.0% |
| YTD | +70.1% | +9.0% | +61.0% | +65.2% |
| 1Y | +85.5% | +19.3% | +66.3% | +75.6% |
| 3Y | +66.7% | +116.4% | -49.8% | +33.5% |
| 5Y | -25.6% | +46.0% | -71.6% | -35.3% |
| 10Y | +209.6% | +239.8% | -30.2% | +136.9% |
| All | +209.6% | +248.4% | -38.7% | +136.9% |
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