+130.7%
FIX vs TGT
+81.6%
+49.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.4% |
| 7D | +6.1% | -0.6% | +6.7% | +6.0% |
| 30D | -2.7% | +9.5% | -12.2% | -2.5% |
| 3M | -10.9% | +32.3% | -43.2% | -12.8% |
| 6M | +29.0% | +37.0% | -8.0% | +25.0% |
| YTD | +76.9% | +71.0% | +5.8% | +63.8% |
| 1Y | +130.7% | +85.0% | +45.7% | +106.8% |
| All | +130.7% | +81.6% | +49.1% | +106.8% |
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