-10.0%
LOW vs TGT
+39.8%
-49.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.6% | -5.0% | +2.4% | -1.2% |
| 30D | -11.1% | +3.0% | -14.2% | -12.0% |
| 3M | -8.5% | +22.6% | -31.1% | -13.8% |
| 6M | -20.8% | +31.2% | -52.0% | -26.8% |
| YTD | -17.2% | +63.7% | -80.9% | -28.1% |
| 1Y | -24.7% | +78.5% | -103.2% | -36.3% |
| All | -10.0% | +39.8% | -49.8% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling