+151.1%
TOST vs TGT
+66.9%
+84.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | +16.2% | +4.7% | +11.5% | +14.6% |
| 3M | -1.5% | +4.6% | -6.1% | -3.0% |
| 6M | +55.3% | +34.9% | +20.4% | +41.5% |
| YTD | -2.3% | +70.9% | -73.2% | -17.5% |
| 1Y | -5.5% | +84.4% | -89.9% | -22.2% |
| 3Y | +151.1% | +69.1% | +82.0% | +120.2% |
| All | +151.1% | +66.9% | +84.2% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling