+2,096.8%
TGT vs RL
+1,366.2%
+730.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +12.2% | -7.8% | +20.0% | +15.2% |
| 3M | +33.8% | -4.0% | +37.8% | +35.2% |
| 6M | +39.3% | -1.9% | +41.2% | +38.6% |
| YTD | +72.9% | -0.2% | +73.0% | +70.9% |
| 1Y | +84.6% | +10.7% | +73.9% | +75.6% |
| 3Y | +46.2% | +210.8% | -164.5% | -5.1% |
| 5Y | -21.3% | +238.2% | -259.6% | -51.5% |
| 10Y | +213.5% | +313.4% | -99.8% | +58.7% |
| All | +2,096.8% | +1,366.2% | +730.6% | +390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling