-25.6%
TGT vs VO
+40.2%
-65.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.2% |
| 7D | -5.0% | -2.5% | -2.6% | -2.6% |
| 30D | +3.0% | -3.2% | +6.3% | +6.5% |
| 3M | +22.6% | +3.9% | +18.7% | +17.9% |
| 6M | +31.2% | +9.6% | +21.5% | +19.1% |
| YTD | +63.7% | +11.6% | +52.1% | +45.7% |
| 1Y | +78.5% | +12.6% | +65.9% | +57.5% |
| 3Y | +40.5% | +55.4% | -14.9% | -10.6% |
| 5Y | -25.6% | +41.8% | -67.4% | -49.7% |
| All | -25.6% | +40.2% | -65.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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