-24.5%
TGT vs S
-56.9%
+32.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +3.0% | -11.8% | +14.8% | +4.6% |
| 3M | +22.6% | +33.9% | -11.3% | +16.9% |
| 6M | +31.2% | +40.1% | -8.9% | +23.3% |
| YTD | +63.7% | +32.1% | +31.6% | +54.7% |
| 1Y | +78.5% | +11.0% | +67.5% | +72.5% |
| 3Y | +40.5% | +16.9% | +23.6% | +30.3% |
| 5Y | -25.6% | -68.9% | +43.3% | -25.1% |
| All | -24.5% | -56.9% | +32.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling