+203.4%
TGT vs TPR
+318.3%
-114.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -5.0% | -5.1% | +0.1% | -3.8% |
| 30D | +3.0% | -27.6% | +30.6% | +11.0% |
| 3M | +22.6% | -17.5% | +40.1% | +27.6% |
| 6M | +31.2% | -21.3% | +52.5% | +37.6% |
| YTD | +63.7% | -8.5% | +72.2% | +64.6% |
| 1Y | +78.5% | +11.5% | +67.0% | +70.2% |
| 3Y | +40.5% | +288.0% | -247.5% | -3.9% |
| 5Y | -25.6% | +225.2% | -250.7% | -48.2% |
| All | +203.4% | +318.3% | -114.9% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling