+78.5%
TGT vs Z
-64.6%
+143.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.7% |
| 7D | -5.0% | -11.6% | +6.5% | -3.3% |
| 30D | +3.0% | -8.5% | +11.5% | +4.4% |
| 3M | +22.6% | -7.9% | +30.5% | +23.7% |
| 6M | +31.2% | -29.1% | +60.3% | +36.9% |
| YTD | +63.7% | -54.2% | +117.9% | +80.0% |
| 1Y | +78.5% | -63.5% | +142.0% | +102.8% |
| All | +78.5% | -64.6% | +143.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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