-40.6%
TOST vs TGT
-26.9%
-13.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | +2.6% | +6.8% | +8.1% |
| 30D | +13.5% | +5.0% | +8.5% | +10.8% |
| 3M | -0.1% | +8.5% | -8.7% | -4.3% |
| 6M | +22.5% | +23.8% | -1.3% | +9.4% |
| YTD | -2.4% | +66.5% | -68.9% | -25.3% |
| 1Y | -4.7% | +84.9% | -89.6% | -30.9% |
| 3Y | +103.2% | +59.2% | +44.0% | +40.6% |
| All | -40.6% | -26.9% | -13.7% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling