+2,088.9%
TGT vs RL
+1,549.7%
+539.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +0.5% | -4.4% | +4.8% | +2.0% |
| 30D | +6.7% | +5.6% | +1.1% | +4.6% |
| 3M | +8.4% | -0.6% | +9.1% | +8.4% |
| 6M | +40.7% | +15.5% | +25.3% | +32.5% |
| YTD | +72.2% | +12.3% | +59.9% | +63.1% |
| 1Y | +86.2% | +19.3% | +66.8% | +72.4% |
| 3Y | +68.8% | +255.5% | -186.7% | +4.6% |
| 5Y | -25.2% | +247.1% | -272.3% | -54.1% |
| 10Y | +210.0% | +346.0% | -136.0% | +52.9% |
| All | +2,088.9% | +1,549.7% | +539.1% | +368.2% |
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