-25.0%
TGT vs S
-71.9%
+46.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 3M | +25.4% | +27.6% | -2.2% | +20.1% |
| 6M | +33.4% | +35.5% | -2.1% | +25.5% |
| YTD | +65.6% | +29.6% | +36.0% | +56.4% |
| 1Y | +80.3% | +8.1% | +72.2% | +74.7% |
| 3Y | +42.1% | +14.8% | +27.4% | +31.4% |
| 5Y | -25.0% | -70.6% | +45.6% | -22.2% |
| All | -25.0% | -71.9% | +46.9% | -22.2% |
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