+69.1%
TGT vs RF
+119.8%
-50.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | +4.7% | +7.3% | -2.6% | +1.5% |
| 3M | +4.6% | -7.9% | +12.5% | +8.3% |
| 6M | +34.9% | +10.5% | +24.3% | +28.0% |
| YTD | +70.9% | +9.6% | +61.3% | +62.1% |
| 1Y | +84.4% | +20.3% | +64.1% | +67.0% |
| 3Y | +69.1% | +119.5% | -50.4% | +14.7% |
| All | +69.1% | +119.8% | -50.7% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling