-39.0%
U vs TGT
+32.0%
-71.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.8% | +0.8% | -4.6% | -4.3% |
| 30D | +17.5% | +12.2% | +5.3% | +9.5% |
| 3M | +38.7% | +33.8% | +4.9% | +15.8% |
| 6M | +104.4% | +39.3% | +65.1% | +65.2% |
| YTD | -5.7% | +72.9% | -78.5% | -34.4% |
| 1Y | +3.7% | +84.6% | -80.9% | -31.2% |
| 3Y | +12.3% | +46.2% | -33.9% | -24.3% |
| 5Y | -68.8% | -21.3% | -47.5% | -67.3% |
| All | -39.0% | +32.0% | -71.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling