-34.9%
TLT vs TGT
-25.2%
-9.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -0.3% | -3.6% | +3.3% | -0.2% |
| 30D | 0.0% | +4.4% | -4.4% | -0.1% |
| 3M | -2.9% | +25.4% | -28.2% | -3.4% |
| 6M | -6.3% | +33.4% | -39.6% | -6.9% |
| YTD | -3.3% | +65.6% | -68.9% | -4.6% |
| 1Y | -4.2% | +80.3% | -84.5% | -5.6% |
| 3Y | -1.7% | +42.1% | -43.8% | -2.7% |
| 5Y | -34.9% | -25.0% | -9.9% | -38.1% |
| All | -34.9% | -25.2% | -9.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling