-44.4%
TOST vs TGT
-20.0%
-24.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -2.0% |
| 7D | +4.0% | +4.7% | -0.7% | +1.7% |
| 30D | +11.1% | +8.0% | +3.1% | +6.9% |
| 3M | +0.8% | +11.7% | -10.8% | -4.7% |
| 6M | +38.8% | +34.7% | +4.1% | +19.0% |
| YTD | -2.1% | +74.4% | -76.5% | -26.8% |
| 1Y | -6.0% | +89.2% | -95.2% | -32.7% |
| 3Y | +149.8% | +73.4% | +76.4% | +63.8% |
| 5Y | -42.8% | -24.0% | -18.7% | -37.0% |
| All | -44.4% | -20.0% | -24.4% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling