-25.2%
TGT vs S
-67.1%
+41.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.5% | +1.2% | -0.8% | +0.2% |
| 30D | +6.7% | -7.3% | +14.0% | +7.4% |
| 3M | +8.4% | +5.9% | +2.5% | +6.5% |
| 6M | +40.7% | +45.6% | -4.9% | +31.0% |
| YTD | +72.2% | +58.5% | +13.7% | +57.0% |
| 1Y | +86.2% | +37.6% | +48.5% | +73.1% |
| 3Y | +68.8% | +51.7% | +17.2% | +49.0% |
| 5Y | -25.2% | -67.5% | +42.3% | -24.5% |
| All | -25.2% | -67.1% | +41.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling