+122.9%
FIX vs TGT
+84.5%
+38.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +6.0% | +0.8% | +5.3% | +6.0% |
| 30D | -7.2% | +12.2% | -19.4% | -7.0% |
| 3M | -15.9% | +33.8% | -49.6% | -17.5% |
| 6M | +12.7% | +39.3% | -26.6% | +9.3% |
| YTD | +72.8% | +72.9% | -0.1% | +60.6% |
| 1Y | +122.9% | +84.6% | +38.3% | +99.9% |
| All | +122.9% | +84.5% | +38.4% | +99.9% |
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 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