-3.5%
F vs TGT
+83.3%
-86.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.1% |
| 7D | -0.2% | +4.8% | -5.0% | -1.8% |
| 30D | +0.9% | +5.3% | -4.4% | -0.8% |
| 3M | -11.3% | +7.2% | -18.6% | -13.4% |
| 6M | +2.0% | +31.4% | -29.4% | -6.5% |
| YTD | -3.2% | +70.1% | -73.2% | -18.5% |
| 1Y | -3.5% | +85.5% | -89.0% | -22.4% |
| All | -3.5% | +83.3% | -86.8% | -22.4% |
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