-46.7%
TOST vs TGT
-21.6%
-25.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -3.5% | +9.5% | -13.0% | -7.7% |
| 3M | +38.1% | +32.3% | +5.9% | +20.1% |
| 6M | +9.9% | +37.0% | -27.1% | -6.8% |
| YTD | -6.3% | +71.0% | -77.3% | -29.1% |
| 1Y | -18.3% | +85.0% | -103.3% | -40.7% |
| 3Y | +59.7% | +46.8% | +12.9% | +17.2% |
| All | -46.7% | -21.6% | -25.2% | -42.3% |
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