-20.8%
TGT vs RF
+89.8%
-110.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +12.2% | -3.6% | +15.8% | +13.7% |
| 3M | +33.8% | +8.1% | +25.7% | +29.4% |
| 6M | +39.3% | +11.5% | +27.8% | +32.8% |
| YTD | +72.9% | +15.6% | +57.3% | +62.0% |
| 1Y | +84.6% | +15.7% | +68.9% | +72.5% |
| 3Y | +46.2% | +86.9% | -40.7% | +11.4% |
| All | -20.8% | +89.8% | -110.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling