+84.6%
TGT vs W
+25.7%
+58.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | 0.0% |
| 7D | +0.8% | -4.2% | +4.9% | +1.1% |
| 30D | +12.2% | -7.6% | +19.8% | +12.9% |
| 3M | +33.8% | +37.2% | -3.4% | +28.1% |
| 6M | +39.3% | +26.3% | +13.0% | +34.5% |
| YTD | +72.9% | -1.0% | +73.8% | +70.5% |
| 1Y | +84.6% | +20.1% | +64.5% | +75.5% |
| All | +84.6% | +25.7% | +58.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling