-1.4%
LOW vs TGT
+86.7%
-88.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +5.3% |
| 7D | +15.6% | +9.5% | +6.1% | +11.9% |
| 30D | +28.6% | +6.6% | +22.0% | +25.6% |
| 3M | +5.8% | +11.0% | -5.1% | +1.8% |
| 6M | +3.8% | +29.9% | -26.0% | -5.2% |
| YTD | -2.8% | +71.4% | -74.2% | -18.2% |
| 1Y | -1.4% | +88.6% | -90.0% | -19.8% |
| All | -1.4% | +86.7% | -88.1% | -19.8% |
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