+627.4%
TGT vs VO
+821.9%
-194.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.6% | +0.6% | -1.3% | -1.1% |
| 30D | +9.5% | -1.1% | +10.6% | +10.5% |
| 3M | +32.3% | +4.5% | +27.7% | +27.5% |
| 6M | +37.0% | +11.1% | +26.0% | +25.5% |
| YTD | +71.0% | +13.5% | +57.5% | +53.8% |
| 1Y | +85.0% | +14.5% | +70.5% | +65.5% |
| 3Y | +46.8% | +58.1% | -11.3% | +1.7% |
| 5Y | -22.7% | +43.3% | -66.0% | -41.6% |
| 10Y | +216.3% | +193.2% | +23.1% | +31.6% |
| All | +627.4% | +821.9% | -194.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling