-26.3%
LOW vs TGT
+78.4%
-104.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -5.2% | +1.5% | -2.1% |
| 30D | -8.9% | +1.2% | -10.1% | -9.4% |
| 3M | -10.4% | +18.4% | -28.8% | -15.4% |
| 6M | -19.4% | +33.4% | -52.8% | -26.6% |
| YTD | -17.1% | +63.8% | -80.9% | -29.1% |
| 1Y | -26.3% | +77.2% | -103.4% | -39.6% |
| All | -26.3% | +78.4% | -104.7% | -39.6% |
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