-25.0%
TGT vs Z
-65.8%
+40.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -3.6% | -7.1% | +3.5% | -2.2% |
| 30D | +4.4% | -4.8% | +9.2% | +5.3% |
| 3M | +25.4% | -9.3% | +34.7% | +27.2% |
| 6M | +33.4% | -29.0% | +62.3% | +41.6% |
| YTD | +65.6% | -52.9% | +118.5% | +90.1% |
| 1Y | +80.3% | -63.1% | +143.4% | +117.3% |
| 3Y | +42.1% | -36.9% | +79.0% | +47.9% |
| 5Y | -25.0% | -65.5% | +40.5% | -26.5% |
| All | -25.0% | -65.8% | +40.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling