+85.0%
TGT vs RF
+15.4%
+69.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.5% |
| 30D | +9.5% | -3.4% | +12.9% | +10.7% |
| 3M | +32.3% | +6.4% | +25.9% | +28.8% |
| 6M | +37.0% | +13.4% | +23.6% | +30.1% |
| YTD | +71.0% | +14.2% | +56.8% | +61.3% |
| 1Y | +85.0% | +15.7% | +69.3% | +67.6% |
| All | +85.0% | +15.4% | +69.6% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling