-21.1%
LOW vs TGT
+84.5%
-105.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -7.0% | +12.2% | -19.2% | -10.6% |
| 3M | -0.9% | +33.8% | -34.7% | -9.8% |
| 6M | -20.1% | +39.3% | -59.4% | -28.2% |
| YTD | -13.9% | +72.9% | -86.8% | -27.5% |
| 1Y | -21.1% | +84.6% | -105.7% | -36.0% |
| All | -21.1% | +84.5% | -105.6% | -36.0% |
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 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