-68.3%
U vs TGT
-25.2%
-43.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +1.4% |
| 7D | +4.4% | -3.6% | +7.9% | +6.6% |
| 30D | -1.3% | +4.4% | -5.7% | -4.2% |
| 3M | +49.6% | +25.4% | +24.2% | +29.1% |
| 6M | +100.2% | +33.4% | +66.8% | +64.9% |
| YTD | -3.7% | +65.6% | -69.3% | -32.2% |
| 1Y | -6.5% | +80.3% | -86.8% | -38.1% |
| 3Y | +12.9% | +42.1% | -29.2% | -25.0% |
| 5Y | -68.3% | -25.0% | -43.3% | -62.0% |
| All | -68.3% | -25.2% | -43.1% | -62.0% |
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 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