-35.7%
U vs TGT
+25.1%
-60.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -5.2% | +10.8% | +8.8% |
| 30D | -1.3% | +1.2% | -2.5% | -2.3% |
| 3M | +64.6% | +18.4% | +46.2% | +47.8% |
| 6M | +119.4% | +33.4% | +85.9% | +81.7% |
| YTD | -0.5% | +63.8% | -64.3% | -28.7% |
| 1Y | +1.3% | +77.2% | -75.9% | -31.3% |
| 3Y | +15.6% | +41.8% | -26.2% | -21.2% |
| 5Y | -67.5% | -25.5% | -41.9% | -64.8% |
| All | -35.7% | +25.1% | -60.7% | -63.4% |
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