+363.5%
SE vs TGT
+247.7%
+115.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -1.5% |
| 30D | -20.9% | +4.7% | -25.6% | -22.4% |
| 3M | -38.9% | +4.6% | -43.4% | -40.3% |
| 6M | -19.4% | +34.9% | -54.3% | -29.4% |
| YTD | -40.9% | +70.9% | -111.8% | -53.8% |
| 1Y | -46.2% | +84.4% | -130.5% | -59.4% |
| 3Y | +63.7% | +69.1% | -5.4% | +16.9% |
| 5Y | -77.9% | -26.9% | -51.0% | -77.1% |
| All | +363.5% | +247.7% | +115.8% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling