+562.3%
SE vs TGT
+233.0%
+329.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -4.8% | -5.0% | +0.3% | -2.8% |
| 30D | -18.1% | +3.0% | -21.2% | -19.4% |
| 3M | +30.6% | +22.6% | +8.0% | +19.5% |
| 6M | +20.8% | +31.2% | -10.4% | +7.2% |
| YTD | -15.6% | +63.7% | -79.3% | -32.7% |
| 1Y | -44.2% | +78.5% | -122.7% | -57.4% |
| 3Y | +181.5% | +40.5% | +141.0% | +120.7% |
| 5Y | -66.9% | -25.6% | -41.3% | -65.7% |
| All | +562.3% | +233.0% | +329.3% | +376.3% |
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