-48.8%
SE vs TGT
+86.7%
-135.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.2% | +4.3% |
| 7D | +6.7% | +9.5% | -2.8% | +6.4% |
| 30D | -17.2% | +6.6% | -23.8% | -17.3% |
| 3M | -28.0% | +11.0% | -39.0% | -28.3% |
| 6M | -6.1% | +29.9% | -36.0% | -6.3% |
| YTD | -37.1% | +71.4% | -108.6% | -34.5% |
| 1Y | -48.8% | +88.6% | -137.4% | -47.1% |
| All | -48.8% | +86.7% | -135.5% | -47.1% |
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