-28.1%
TGT vs VMC
+42.8%
-71.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +3.2% |
| 30D | +4.7% | +15.5% | -10.8% | -1.2% |
| 3M | +4.6% | +0.6% | +4.0% | +4.3% |
| 6M | +34.9% | +2.1% | +32.8% | +32.9% |
| YTD | +70.9% | -1.6% | +72.5% | +69.0% |
| 1Y | +84.4% | -1.2% | +85.5% | +81.8% |
| 3Y | +69.1% | +35.3% | +33.8% | +39.0% |
| All | -28.1% | +42.8% | -71.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling