+391.2%
TGT vs VIG
+614.0%
-222.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -3.6% | -1.2% | -2.4% | -2.4% |
| 30D | +4.4% | -2.8% | +7.2% | +7.6% |
| 3M | +25.4% | +2.5% | +22.9% | +22.2% |
| 6M | +33.4% | +8.1% | +25.3% | +22.8% |
| YTD | +65.6% | +9.6% | +56.0% | +50.4% |
| 1Y | +80.3% | +14.2% | +66.1% | +57.0% |
| 3Y | +42.1% | +56.1% | -14.0% | -10.0% |
| 5Y | -25.0% | +62.8% | -87.8% | -53.7% |
| 10Y | +208.2% | +248.2% | -40.0% | -16.2% |
| All | +391.2% | +614.0% | -222.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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