+88.6%
TGT vs TPR
+20.9%
+67.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +4.9% |
| 7D | +9.5% | +12.6% | -3.2% | +6.9% |
| 30D | +6.6% | +7.1% | -0.5% | +5.1% |
| 3M | +11.0% | -19.4% | +30.3% | +14.8% |
| 6M | +29.9% | -9.7% | +39.6% | +30.1% |
| YTD | +71.4% | -1.0% | +72.5% | +67.0% |
| 1Y | +88.6% | +19.3% | +69.3% | +70.1% |
| All | +88.6% | +20.9% | +67.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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