+837.8%
TGT vs TNA
+913.2%
-75.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | -5.0% | -7.6% | +2.5% | -3.5% |
| 30D | +3.0% | -13.6% | +16.7% | +6.1% |
| 3M | +22.6% | +2.8% | +19.8% | +21.3% |
| 6M | +31.2% | +34.5% | -3.3% | +21.5% |
| YTD | +63.7% | +41.0% | +22.7% | +49.2% |
| 1Y | +78.5% | +52.0% | +26.5% | +58.9% |
| 3Y | +40.5% | +103.5% | -62.9% | +10.5% |
| 5Y | -25.6% | -22.5% | -3.1% | -33.9% |
| 10Y | +204.7% | +81.9% | +122.8% | +86.4% |
| All | +837.8% | +913.2% | -75.4% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 all: compounded portfolio wealth divided by compounded TNA 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…
all analysis · Full analysis span regression · 6 months rolling