+187.1%
TGT vs Z
+25.1%
+162.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +12.2% | -4.2% | +16.4% | +12.7% |
| 3M | +33.8% | -3.7% | +37.5% | +34.1% |
| 6M | +39.3% | -24.5% | +63.8% | +44.0% |
| YTD | +72.9% | -49.3% | +122.2% | +88.0% |
| 1Y | +84.6% | -58.7% | +143.2% | +106.0% |
| 3Y | +46.2% | -34.1% | +80.4% | +50.2% |
| 5Y | -21.3% | -64.5% | +43.2% | -18.0% |
| 10Y | +213.5% | -0.5% | +214.0% | +186.9% |
| All | +187.1% | +25.1% | +162.0% | +157.3% |
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