+33.1%
TGT vs TLN
+589.3%
-556.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.1% |
| 7D | -3.6% | +5.8% | -9.4% | -3.9% |
| 30D | +4.4% | -6.9% | +11.3% | +4.8% |
| 3M | +25.4% | -10.9% | +36.3% | +25.7% |
| 6M | +33.4% | -4.6% | +38.0% | +32.7% |
| YTD | +65.6% | -14.7% | +80.3% | +65.8% |
| 1Y | +80.3% | -17.9% | +98.2% | +80.7% |
| 3Y | +42.1% | +483.9% | -441.7% | +27.9% |
| All | +33.1% | +589.3% | -556.2% | +18.7% |
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