+28.1%
XYZ vs TGT
+84.6%
-56.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +12.6% | +5.5% | +7.1% | +11.0% |
| 30D | +10.8% | +6.0% | +4.8% | +9.1% |
| 3M | +8.4% | +8.0% | +0.4% | +6.1% |
| 6M | +14.3% | +32.3% | -18.0% | +7.8% |
| YTD | +31.5% | +71.3% | -39.8% | +18.8% |
| 1Y | +28.1% | +86.8% | -58.7% | +13.4% |
| All | +28.1% | +84.6% | -56.5% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling