+84.6%
TGT vs TLN
-17.2%
+101.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.3% |
| 7D | +0.8% | +7.1% | -6.3% | +0.9% |
| 30D | +12.2% | -3.9% | +16.1% | +12.2% |
| 3M | +33.8% | -16.2% | +49.9% | +33.4% |
| 6M | +39.3% | -5.8% | +45.1% | +39.0% |
| YTD | +72.9% | -15.4% | +88.3% | +73.2% |
| 1Y | +84.6% | -16.7% | +101.2% | +87.9% |
| All | +84.6% | -17.2% | +101.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling