+2,072.1%
TGT vs RL
+1,517.3%
+554.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +2.6% | +2.6% | +0.1% | +1.7% |
| 30D | +4.7% | +2.9% | +1.7% | +3.5% |
| 3M | +4.6% | 0.0% | +4.5% | +4.3% |
| 6M | +34.9% | +17.1% | +17.8% | +26.4% |
| YTD | +70.9% | +10.1% | +60.8% | +63.0% |
| 1Y | +84.4% | +17.3% | +67.0% | +71.8% |
| 3Y | +69.1% | +249.3% | -180.2% | +5.5% |
| 5Y | -26.9% | +240.9% | -267.8% | -54.9% |
| 10Y | +207.6% | +337.3% | -129.6% | +52.8% |
| All | +2,072.1% | +1,517.3% | +554.8% | +367.8% |
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