+80.3%
TGT vs TPR
+9.9%
+70.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.5% |
| 7D | -3.6% | -7.3% | +3.7% | -2.0% |
| 30D | +4.4% | -30.7% | +35.1% | +12.5% |
| 3M | +25.4% | -21.6% | +47.0% | +30.4% |
| 6M | +33.4% | -21.3% | +54.7% | +38.1% |
| YTD | +65.6% | -10.2% | +75.8% | +64.2% |
| 1Y | +80.3% | +9.5% | +70.8% | +67.9% |
| All | +80.3% | +9.9% | +70.4% | +67.9% |
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