-78.2%
SE vs TGT
-26.4%
-51.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | -1.5% | +2.6% | -4.1% | -2.6% |
| 30D | -22.3% | +6.6% | -28.9% | -24.6% |
| 3M | -41.8% | +5.2% | -47.0% | -43.4% |
| 6M | -22.4% | +35.3% | -57.7% | -33.0% |
| YTD | -41.6% | +70.3% | -111.9% | -55.5% |
| 1Y | -48.0% | +81.2% | -129.2% | -61.8% |
| 3Y | +63.9% | +66.9% | -3.1% | +6.4% |
| 5Y | -78.2% | -27.2% | -51.0% | -75.9% |
| All | -78.2% | -26.4% | -51.7% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling