+584.9%
XYZ vs TGT
+206.3%
+378.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -1.1% | +2.6% | -3.7% | -2.3% |
| 30D | +11.5% | +4.7% | +6.8% | +9.3% |
| 3M | +1.8% | +4.6% | -2.8% | -0.6% |
| 6M | +21.2% | +34.9% | -13.7% | +3.1% |
| YTD | +29.9% | +70.9% | -41.0% | -3.3% |
| 1Y | +35.8% | +84.4% | -48.6% | -3.3% |
| 3Y | +62.6% | +69.1% | -6.5% | +12.8% |
| 5Y | -62.8% | -26.9% | -35.9% | -60.4% |
| All | +584.9% | +206.3% | +378.6% | +368.9% |
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