+554.0%
XYZ vs TGT
+212.9%
+341.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +12.1% | +2.6% | +9.5% | +11.0% |
| 30D | +12.4% | +5.0% | +7.4% | +9.9% |
| 3M | +8.2% | +8.5% | -0.4% | +3.7% |
| 6M | +20.7% | +23.8% | -3.1% | +7.5% |
| YTD | +31.3% | +66.5% | -35.2% | -0.2% |
| 1Y | +20.5% | +84.9% | -64.4% | -13.6% |
| 3Y | +72.6% | +59.2% | +13.4% | +25.4% |
| 5Y | -64.0% | -27.2% | -36.8% | -61.6% |
| 10Y | +601.8% | +221.5% | +380.3% | +373.5% |
| All | +554.0% | +212.9% | +341.1% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling