+36.9%
TGT vs TLN
+733.8%
-696.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +2.6% | +22.3% | -19.7% | +1.8% |
| 30D | +6.6% | +1.2% | +5.4% | +6.5% |
| 3M | +5.2% | +5.9% | -0.7% | +4.7% |
| 6M | +35.3% | +3.2% | +32.1% | +34.5% |
| YTD | +70.3% | +3.2% | +67.2% | +68.6% |
| 1Y | +81.2% | +5.2% | +75.9% | +78.7% |
| 3Y | +66.9% | +606.3% | -539.3% | +48.0% |
| All | +36.9% | +733.8% | -696.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling