+374.9%
V vs TGT
+207.2%
+167.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -3.0% | -5.0% | +2.0% | -2.0% |
| 30D | +1.2% | +3.0% | -1.8% | +0.5% |
| 3M | +13.9% | +22.6% | -8.7% | +8.9% |
| 6M | +17.2% | +31.2% | -14.0% | +10.2% |
| YTD | +5.3% | +63.7% | -58.4% | -5.8% |
| 1Y | +9.5% | +78.5% | -69.0% | -4.1% |
| 3Y | +51.9% | +40.5% | +11.4% | +35.0% |
| 5Y | +69.6% | -25.6% | +95.2% | +71.5% |
| All | +374.9% | +207.2% | +167.8% | +257.5% |
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