+203.6%
TGT vs WY
+7.6%
+196.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -5.2% | -4.2% | -1.1% | -3.7% |
| 30D | +1.2% | -10.1% | +11.3% | +5.2% |
| 3M | +18.4% | -8.5% | +26.9% | +22.1% |
| 6M | +33.4% | -3.3% | +36.8% | +34.6% |
| YTD | +63.8% | -4.4% | +68.2% | +65.4% |
| 1Y | +77.2% | -11.5% | +88.6% | +83.8% |
| 3Y | +41.8% | -24.3% | +66.1% | +54.5% |
| 5Y | -25.5% | -21.3% | -4.2% | -19.4% |
| All | +203.6% | +7.6% | +196.0% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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