+46.8%
TGT vs RL
+211.8%
-165.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.6% |
| 7D | -0.6% | +1.9% | -2.5% | -1.4% |
| 30D | +9.5% | -12.2% | +21.7% | +15.0% |
| 3M | +32.3% | -6.6% | +38.9% | +35.2% |
| 6M | +37.0% | +3.2% | +33.9% | +33.5% |
| YTD | +71.0% | -1.3% | +72.3% | +69.4% |
| 1Y | +85.0% | +13.6% | +71.4% | +72.4% |
| 3Y | +46.8% | +210.9% | -164.1% | -12.7% |
| All | +46.8% | +211.8% | -165.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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