+46.8%
TGT vs TPR
+292.6%
-245.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | 0.0% |
| 7D | -0.6% | -3.4% | +2.7% | +0.3% |
| 30D | +9.5% | -27.3% | +36.8% | +19.2% |
| 3M | +32.3% | -16.2% | +48.5% | +37.4% |
| 6M | +37.0% | -17.9% | +54.9% | +42.5% |
| YTD | +71.0% | -7.1% | +78.2% | +70.0% |
| 1Y | +85.0% | +13.6% | +71.4% | +71.0% |
| 3Y | +46.8% | +293.7% | -246.9% | -17.0% |
| All | +46.8% | +292.6% | -245.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling