-5.9%
TLT vs TGT
+78.5%
-84.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.1% |
| 7D | -1.6% | -5.0% | +3.5% | -1.5% |
| 30D | -1.3% | +3.0% | -4.4% | -1.4% |
| 3M | -3.7% | +22.6% | -26.3% | -3.8% |
| 6M | -6.4% | +31.2% | -37.6% | -6.2% |
| YTD | -4.5% | +63.7% | -68.2% | -3.9% |
| 1Y | -5.9% | +78.5% | -84.4% | -4.6% |
| All | -5.9% | +78.5% | -84.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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