+1,059.1%
TGT vs TPR
+8,206.4%
-7,147.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +5.5% | +12.1% | -6.5% | +1.7% |
| 30D | +6.0% | +16.7% | -10.6% | +0.8% |
| 3M | +8.0% | -17.4% | +25.4% | +13.5% |
| 6M | +32.3% | +2.3% | +30.0% | +29.4% |
| YTD | +71.3% | +7.1% | +64.1% | +63.5% |
| 1Y | +86.8% | +29.5% | +57.3% | +67.6% |
| 3Y | +67.9% | +415.0% | -347.2% | -6.6% |
| 5Y | -25.1% | +261.5% | -286.5% | -54.7% |
| 10Y | +211.8% | +383.3% | -171.5% | +45.0% |
| All | +1,059.1% | +8,206.4% | -7,147.3% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling