+37.4%
TGT vs TLN
+710.8%
-673.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +2.6% | +11.0% | -8.4% | +2.2% |
| 30D | +4.7% | +4.9% | -0.2% | +4.4% |
| 3M | +4.6% | +4.9% | -0.4% | +4.1% |
| 6M | +34.9% | +7.1% | +27.7% | +33.6% |
| YTD | +70.9% | +0.3% | +70.6% | +69.3% |
| 1Y | +84.4% | +5.9% | +78.5% | +81.5% |
| 3Y | +69.1% | +578.5% | -509.3% | +50.1% |
| All | +37.4% | +710.8% | -673.4% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling