-46.4%
TOST vs TGT
-21.9%
-24.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -4.7% | +2.6% | -7.2% | -5.9% |
| 30D | +8.5% | +6.6% | +1.9% | +5.1% |
| 3M | -1.6% | +5.2% | -6.8% | -4.3% |
| 6M | +44.1% | +35.3% | +8.8% | +23.3% |
| YTD | -5.6% | +70.3% | -75.9% | -28.7% |
| 1Y | -12.6% | +81.2% | -93.7% | -36.1% |
| 3Y | +137.6% | +66.9% | +70.6% | +59.1% |
| 5Y | -30.4% | -27.2% | -3.2% | -21.3% |
| All | -46.4% | -21.9% | -24.5% | -42.0% |
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