+476.5%
V vs TGT
+205.2%
+271.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.4% | +2.6% | -2.9% | -0.9% |
| 30D | +6.3% | +6.6% | -0.3% | +4.9% |
| 3M | +17.2% | +5.2% | +11.9% | +15.7% |
| 6M | +29.2% | +35.3% | -6.1% | +20.8% |
| YTD | +20.8% | +70.3% | -49.5% | +7.0% |
| 1Y | +25.0% | +81.2% | -56.1% | +9.1% |
| 3Y | +75.3% | +66.9% | +8.3% | +49.4% |
| 5Y | +105.8% | -27.2% | +133.0% | +109.8% |
| All | +476.5% | +205.2% | +271.3% | +332.7% |
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