+131.2%
TLT vs TGT
+703.9%
-572.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.6% | +12.2% | -12.8% | +0.3% |
| 3M | -2.7% | +33.8% | -36.5% | -0.6% |
| 6M | -5.6% | +39.3% | -44.9% | -3.3% |
| YTD | -2.8% | +72.9% | -75.6% | +1.3% |
| 1Y | -1.4% | +84.6% | -86.0% | +3.3% |
| 3Y | -1.6% | +46.2% | -47.8% | +2.4% |
| 5Y | -33.8% | -21.3% | -12.5% | -34.4% |
| 10Y | -21.1% | +213.5% | -234.7% | -7.3% |
| All | +131.2% | +703.9% | -572.7% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling