+68.3%
V vs TGT
-22.7%
+91.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -1.1% | -0.6% | -0.4% | -1.0% |
| 30D | +1.9% | +9.5% | -7.6% | +0.3% |
| 3M | +15.5% | +32.3% | -16.7% | +9.9% |
| 6M | +16.6% | +37.0% | -20.4% | +9.9% |
| YTD | +5.7% | +71.0% | -65.3% | -4.5% |
| 1Y | +8.6% | +85.0% | -76.5% | -3.5% |
| 3Y | +52.5% | +46.8% | +5.7% | +36.1% |
| All | +68.3% | -22.7% | +91.0% | +78.0% |
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