+216.3%
TGT vs WM
+305.2%
-89.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +9.5% | -4.3% | +13.9% | +11.8% |
| 3M | +32.3% | +0.8% | +31.5% | +31.5% |
| 6M | +37.0% | -10.8% | +47.8% | +43.6% |
| YTD | +71.0% | -0.1% | +71.1% | +69.3% |
| 1Y | +85.0% | +1.0% | +84.0% | +81.7% |
| 3Y | +46.8% | +45.1% | +1.7% | +15.8% |
| 5Y | -22.7% | +52.1% | -74.9% | -41.0% |
| 10Y | +216.3% | +302.9% | -86.7% | +57.9% |
| All | +216.3% | +305.2% | -89.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling