+6,009.4%
TGT vs RF
+1,423.8%
+4,585.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +5.0% | +6.0% | -1.1% | +3.5% |
| 3M | +8.5% | -8.9% | +17.4% | +10.9% |
| 6M | +23.8% | +2.3% | +21.4% | +22.9% |
| YTD | +66.5% | +7.6% | +59.0% | +63.1% |
| 1Y | +84.9% | +21.2% | +63.7% | +76.0% |
| 3Y | +59.2% | +108.5% | -49.3% | +32.6% |
| 5Y | -27.2% | +43.2% | -70.4% | -34.8% |
| 10Y | +221.5% | +288.1% | -66.6% | +113.4% |
| All | +6,009.4% | +1,423.8% | +4,585.6% | +1,878.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling