+610.7%
XYZ vs TGT
+218.2%
+392.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.7% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | +1.4% | +9.5% | -8.1% | -3.4% |
| 3M | +14.6% | +32.3% | -17.7% | -1.3% |
| 6M | +20.8% | +37.0% | -16.3% | +1.6% |
| YTD | +23.1% | +71.0% | -48.0% | -8.5% |
| 1Y | +5.6% | +85.0% | -79.4% | -24.9% |
| 3Y | +50.9% | +46.8% | +4.1% | +13.5% |
| 5Y | -68.6% | -22.7% | -45.8% | -67.2% |
| All | +610.7% | +218.2% | +392.6% | +378.2% |
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