+43.3%
TGT vs S
+13.6%
+29.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | +4.4% | -12.6% | +17.0% | +5.8% |
| 3M | +25.4% | +27.6% | -2.2% | +21.0% |
| 6M | +33.4% | +35.5% | -2.1% | +26.7% |
| YTD | +65.6% | +29.6% | +36.0% | +57.8% |
| 1Y | +80.3% | +8.1% | +72.2% | +76.1% |
| All | +43.3% | +13.6% | +29.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling