+474.3%
TGT vs VNQ
+386.3%
+88.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -5.2% | -1.3% | -4.0% | -4.6% |
| 30D | +1.2% | -2.6% | +3.8% | +2.6% |
| 3M | +18.4% | -2.0% | +20.4% | +19.7% |
| 6M | +33.4% | +4.3% | +29.1% | +30.5% |
| YTD | +63.8% | +9.2% | +54.6% | +56.4% |
| 1Y | +77.2% | +5.6% | +71.6% | +72.3% |
| 3Y | +41.8% | +30.8% | +10.9% | +23.7% |
| 5Y | -25.5% | +8.0% | -33.5% | -28.2% |
| 10Y | +204.9% | +63.7% | +141.2% | +131.6% |
| All | +474.3% | +386.3% | +88.0% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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