-40.9%
SE vs TGT
+84.5%
-125.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | +0.8% | -6.9% | -6.1% |
| 30D | -2.5% | +12.2% | -14.6% | -2.9% |
| 3M | +21.7% | +33.8% | -12.1% | +21.4% |
| 6M | +27.0% | +39.3% | -12.3% | +26.7% |
| YTD | -12.1% | +72.9% | -85.0% | -11.3% |
| 1Y | -40.9% | +84.6% | -125.5% | -40.4% |
| All | -40.9% | +84.5% | -125.4% | -40.4% |
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