+183.8%
TGT vs Z
+7.8%
+176.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +4.7% | +5.2% | -0.5% | +3.8% |
| 3M | +4.6% | -17.0% | +21.6% | +7.0% |
| 6M | +34.9% | -22.7% | +57.5% | +38.8% |
| YTD | +70.9% | -56.3% | +127.2% | +89.2% |
| 1Y | +84.4% | -57.7% | +142.0% | +104.8% |
| 3Y | +69.1% | -16.5% | +85.7% | +68.5% |
| 5Y | -26.9% | -53.4% | +26.5% | -24.7% |
| 10Y | +207.6% | -15.9% | +223.6% | +187.0% |
| All | +183.8% | +7.8% | +176.1% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling