+86.8%
TGT vs TPR
+31.0%
+55.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +5.5% | +12.1% | -6.5% | +3.2% |
| 30D | +6.0% | +16.7% | -10.6% | +2.9% |
| 3M | +8.0% | -17.4% | +25.4% | +11.2% |
| 6M | +32.3% | +2.3% | +30.0% | +29.1% |
| YTD | +71.3% | +7.1% | +64.1% | +65.1% |
| 1Y | +86.8% | +29.5% | +57.3% | +64.7% |
| All | +86.8% | +31.0% | +55.8% | +64.7% |
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